+95.5%
AMD vs GLD
+2.5%
+93.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | -1.6% |
| 7D | -15.5% | -0.3% | -15.2% | -15.2% |
| 30D | -22.6% | -1.9% | -20.8% | -21.4% |
| 3M | -5.7% | -0.4% | -5.3% | -6.2% |
| 6M | +43.1% | -10.2% | +53.3% | +54.4% |
| YTD | +128.2% | -6.0% | +134.2% | +130.9% |
| 1Y | +95.5% | +2.8% | +92.7% | +51.3% |
| All | +95.5% | +2.5% | +93.0% | +51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling