+160.4%
AMAT vs GLD
+97.8%
+62.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -2.4% |
| 7D | +19.3% | -5.5% | +24.8% | +22.2% |
| 30D | -17.9% | -7.0% | -10.9% | -15.4% |
| 3M | -30.4% | -12.4% | -18.1% | -26.5% |
| 6M | -11.4% | -18.0% | +6.6% | -4.3% |
| YTD | +48.8% | -10.5% | +59.2% | +57.4% |
| 1Y | +66.0% | -8.1% | +74.1% | +74.0% |
| All | +160.4% | +97.8% | +62.6% | +106.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling