+142.5%
GLD vs APP
+313.3%
-170.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.1% | -0.9% |
| 7D | -0.5% | +0.9% | -1.4% | -0.5% |
| 30D | +4.4% | -23.3% | +27.7% | +5.1% |
| 3M | -1.1% | -42.6% | +41.5% | +0.2% |
| 6M | -13.8% | -33.6% | +19.8% | -13.1% |
| YTD | +2.6% | -52.4% | +55.1% | +3.9% |
| 1Y | +24.5% | -35.9% | +60.4% | +25.3% |
| 3Y | +125.8% | +642.2% | -516.4% | +118.6% |
| All | +142.5% | +313.3% | -170.7% | +132.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling