+127.1%
GLD vs APP
+408.7%
-281.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +31.0% | -30.2% | -0.1% |
| 7D | +1.9% | +39.7% | -37.8% | +0.8% |
| 30D | -1.8% | +27.7% | -29.5% | -2.6% |
| 3M | -3.6% | -14.8% | +11.1% | -3.5% |
| 6M | -10.2% | -25.5% | +15.3% | -9.9% |
| YTD | -5.3% | -47.2% | +41.9% | -4.6% |
| 1Y | +2.5% | -42.3% | +44.7% | +3.0% |
| 3Y | +103.2% | +806.8% | -703.6% | +94.6% |
| 5Y | +121.1% | +261.6% | -140.5% | +111.8% |
| All | +127.1% | +408.7% | -281.6% | +113.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling