+222.0%
GLDM vs APTV
-56.5%
+278.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +1.0% |
| 7D | +1.9% | -8.1% | +9.9% | +2.1% |
| 30D | -1.7% | -8.7% | +7.0% | -1.5% |
| 3M | -3.5% | -13.1% | +9.6% | -3.3% |
| 6M | -10.1% | -25.5% | +15.4% | -9.5% |
| YTD | -5.0% | -46.3% | +41.3% | -4.0% |
| 1Y | +2.8% | -51.1% | +53.9% | +4.0% |
| 3Y | +105.1% | -47.3% | +152.4% | +107.1% |
| 5Y | +124.3% | -76.7% | +201.0% | +127.3% |
| All | +222.0% | -56.5% | +278.5% | +224.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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