+647.4%
AMAT vs GLDM
+221.7%
+425.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.8% | -14.4% | -13.9% |
| 7D | -24.3% | +1.9% | -26.2% | -24.8% |
| 30D | -39.8% | -1.7% | -38.1% | -39.4% |
| 3M | -40.2% | -3.5% | -36.6% | -39.5% |
| 6M | -22.1% | -10.1% | -12.0% | -19.4% |
| YTD | +24.7% | -5.0% | +29.7% | +27.4% |
| 1Y | +33.3% | +2.8% | +30.5% | +33.1% |
| 3Y | +133.9% | +105.1% | +28.8% | +89.5% |
| 5Y | +117.1% | +124.3% | -7.2% | +68.0% |
| All | +647.4% | +221.7% | +425.8% | +535.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling