+103.4%
GLD vs APLD
+201.5%
-98.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.7% | +15.5% | +1.1% |
| 7D | +1.9% | -27.0% | +28.9% | +2.6% |
| 30D | -1.8% | -44.1% | +42.3% | -0.6% |
| 3M | -3.6% | -52.6% | +48.9% | -2.2% |
| 6M | -10.2% | -64.5% | +54.2% | -8.5% |
| YTD | -5.3% | -42.2% | +37.0% | -4.5% |
| 1Y | +2.5% | -57.2% | +59.6% | +3.6% |
| 3Y | +103.2% | +159.5% | -56.3% | +97.2% |
| All | +103.4% | +201.5% | -98.1% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded APLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling