+115.0%
GLD vs APP
+484.4%
-369.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.8% | 0.0% |
| 7D | -4.6% | +4.6% | -9.2% | -4.7% |
| 30D | -5.5% | +56.0% | -61.5% | -6.8% |
| 3M | -10.9% | +30.8% | -41.7% | -11.8% |
| 6M | -17.4% | -9.8% | -7.6% | -17.6% |
| YTD | -10.3% | -39.3% | +29.0% | -10.1% |
| 1Y | -7.2% | -26.4% | +19.3% | -7.2% |
| 3Y | +96.9% | +887.9% | -791.0% | +87.9% |
| 5Y | +103.8% | +264.1% | -160.3% | +95.0% |
| All | +115.0% | +484.4% | -369.5% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 10y: compounded portfolio wealth divided by compounded APP 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…
10y analysis · Full analysis span regression · 6 months rolling