+106.7%
GLDM vs APD
+13.4%
+93.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.8% | +0.9% |
| 7D | +1.9% | -0.7% | +2.6% | +1.9% |
| 30D | -1.7% | +10.1% | -11.8% | -1.9% |
| 3M | -3.5% | +4.9% | -8.4% | -3.7% |
| 6M | -10.1% | +2.5% | -12.5% | -10.2% |
| YTD | -5.0% | +27.8% | -32.8% | -5.6% |
| 1Y | +2.8% | +32.9% | -30.1% | +2.0% |
| All | +106.7% | +13.4% | +93.3% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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