+121.8%
GLDM vs APD
+11.0%
+110.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | +4.7% | -3.7% | +8.3% | +4.8% |
| 30D | -0.9% | +9.6% | -10.5% | -1.3% |
| 3M | -4.3% | +1.6% | -5.9% | -4.4% |
| 6M | -13.4% | +2.2% | -15.6% | -13.5% |
| YTD | -5.8% | +25.9% | -31.7% | -6.9% |
| 1Y | +2.1% | +20.1% | -18.1% | +1.1% |
| 3Y | +105.0% | +12.4% | +92.6% | +102.6% |
| All | +121.8% | +11.0% | +110.8% | +124.0% |
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