+2,405.9%
AMAT vs GLD
+745.1%
+1,660.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.8% | -14.4% | -13.7% |
| 7D | -24.3% | +1.9% | -26.2% | -24.5% |
| 30D | -39.8% | -1.8% | -38.0% | -39.6% |
| 3M | -40.2% | -3.6% | -36.5% | -39.9% |
| 6M | -22.1% | -10.2% | -11.9% | -21.0% |
| YTD | +24.7% | -5.3% | +29.9% | +26.0% |
| 1Y | +33.3% | +2.5% | +30.8% | +33.7% |
| 3Y | +133.9% | +103.2% | +30.7% | +119.8% |
| 5Y | +117.1% | +121.1% | -4.0% | +102.0% |
| 10Y | +1,158.7% | +201.9% | +956.8% | +1,059.9% |
| All | +2,405.9% | +745.1% | +1,660.8% | +2,059.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling