+203.0%
AMAT vs GLDM
+128.8%
+74.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.6% |
| 7D | -1.5% | -0.5% | -1.0% | -1.3% |
| 30D | -14.8% | +4.4% | -19.2% | -16.2% |
| 3M | -9.3% | -1.1% | -8.2% | -9.1% |
| 6M | +27.4% | -13.7% | +41.1% | +32.7% |
| YTD | +77.6% | +2.8% | +74.8% | +78.3% |
| 1Y | +188.9% | +24.8% | +164.1% | +177.4% |
| All | +203.0% | +128.8% | +74.3% | +165.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling