+27.4%
AMAT vs GLD
-14.3%
+41.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.2% | +4.9% |
| 7D | -1.5% | -0.5% | -1.0% | -1.2% |
| 30D | -14.8% | +4.4% | -19.2% | -17.4% |
| 3M | -9.3% | -1.1% | -8.2% | -8.1% |
| 6M | +27.4% | -13.8% | +41.2% | +38.1% |
| All | +27.4% | -14.3% | +41.7% | +38.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling