+124.3%
GLDM vs APD
+15.3%
+109.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.8% | +1.0% |
| 7D | +1.9% | -0.7% | +2.6% | +1.9% |
| 30D | -1.7% | +10.1% | -11.8% | -2.1% |
| 3M | -3.5% | +4.9% | -8.4% | -3.8% |
| 6M | -10.1% | +2.5% | -12.5% | -10.2% |
| YTD | -5.0% | +27.8% | -32.8% | -6.2% |
| 1Y | +2.8% | +32.9% | -30.1% | +1.2% |
| 3Y | +105.1% | +13.4% | +91.7% | +102.6% |
| 5Y | +124.3% | +12.8% | +111.5% | +126.3% |
| All | +124.3% | +15.3% | +109.0% | +126.3% |
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