+764.8%
AMAT vs GLDM
+219.0%
+545.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.7% | -7.0% | -4.6% |
| 7D | -11.2% | -0.3% | -10.9% | -11.1% |
| 30D | -31.9% | -1.9% | -30.0% | -31.4% |
| 3M | -32.3% | -0.4% | -32.0% | -32.3% |
| 6M | -5.4% | -10.1% | +4.7% | -2.0% |
| YTD | +44.3% | -5.8% | +50.1% | +47.9% |
| 1Y | +61.4% | +3.1% | +58.3% | +61.2% |
| 3Y | +170.6% | +103.4% | +67.2% | +120.1% |
| 5Y | +156.4% | +125.5% | +30.9% | +98.4% |
| All | +764.8% | +219.0% | +545.9% | +638.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling