+145.9%
GLDM vs APD
+27.6%
+118.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -0.5% | -2.2% | +1.7% | -0.4% |
| 30D | +4.4% | +2.1% | +2.3% | +4.3% |
| 3M | -1.1% | +7.2% | -8.2% | -1.4% |
| 6M | -13.7% | +11.2% | -24.9% | -14.1% |
| YTD | +2.8% | +24.4% | -21.6% | +1.6% |
| 1Y | +24.8% | +6.7% | +18.2% | +24.6% |
| 3Y | +127.8% | +9.2% | +118.6% | +125.6% |
| All | +145.9% | +27.6% | +118.3% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling