+188.9%
AMAT vs GLD
+24.4%
+164.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.2% | +4.7% |
| 7D | -1.5% | -0.5% | -1.0% | -1.3% |
| 30D | -14.8% | +4.4% | -19.2% | -16.6% |
| 3M | -9.3% | -1.1% | -8.2% | -9.0% |
| 6M | +27.4% | -13.8% | +41.2% | +34.3% |
| YTD | +77.6% | +2.6% | +74.9% | +81.3% |
| 1Y | +188.9% | +24.5% | +164.4% | +203.6% |
| All | +188.9% | +24.4% | +164.6% | +203.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 1y: compounded portfolio wealth divided by compounded GLD 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…
1y analysis · Full analysis span regression · 6 months rolling