+114.6%
GLD vs APP
+462.4%
-347.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -2.7% |
| 7D | -5.5% | +10.6% | -16.0% | -5.8% |
| 30D | -7.0% | +44.6% | -51.6% | -8.2% |
| 3M | -12.4% | +29.6% | -42.0% | -13.2% |
| 6M | -18.0% | -19.8% | +1.7% | -17.9% |
| YTD | -10.5% | -41.6% | +31.1% | -10.1% |
| 1Y | -8.1% | -32.7% | +24.6% | -7.9% |
| 3Y | +97.7% | +799.0% | -701.3% | +89.0% |
| 5Y | +103.4% | +250.4% | -146.9% | +94.9% |
| All | +114.6% | +462.4% | -347.8% | +100.7% |
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