+125.3%
GLD vs APP
+458.9%
-333.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.9% | -10.7% | -1.1% |
| 7D | +4.7% | +71.2% | -66.5% | +2.9% |
| 30D | -0.9% | +39.1% | -40.0% | -2.0% |
| 3M | -4.4% | +16.5% | -21.0% | -5.1% |
| 6M | -13.6% | -16.6% | +3.0% | -13.5% |
| YTD | -6.0% | -41.9% | +35.9% | -5.6% |
| 1Y | +1.8% | -37.0% | +38.8% | +2.0% |
| 3Y | +103.2% | +892.4% | -789.3% | +94.1% |
| 5Y | +119.3% | +297.3% | -178.0% | +109.6% |
| All | +125.3% | +458.9% | -333.6% | +110.7% |
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