+109.1%
GLD vs APP
+809.0%
-699.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.8% | -2.9% | +1.7% |
| 7D | +4.9% | +79.2% | -74.2% | +2.0% |
| 30D | -1.3% | +48.0% | -49.3% | -3.3% |
| 3M | -4.8% | +18.2% | -23.0% | -5.8% |
| 6M | -12.5% | -12.5% | 0.0% | -12.6% |
| YTD | -4.2% | -39.2% | +34.9% | -3.9% |
| 1Y | +3.0% | -33.9% | +36.9% | +3.2% |
| 3Y | +109.1% | +933.3% | -824.1% | +90.7% |
| All | +109.1% | +809.0% | -699.9% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling