+5,710.3%
AMD vs GLD
+206.1%
+5,504.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.8% | -18.1% | -17.6% |
| 7D | -28.6% | +1.9% | -30.5% | -29.2% |
| 30D | -37.7% | -1.8% | -36.0% | -37.2% |
| 3M | -16.1% | -3.6% | -12.5% | -14.9% |
| 6M | +13.8% | -10.2% | +24.1% | +19.5% |
| YTD | +88.8% | -5.3% | +94.1% | +94.0% |
| 1Y | +57.8% | +2.5% | +55.3% | +57.7% |
| 3Y | +260.3% | +103.2% | +157.1% | +181.2% |
| 5Y | +196.6% | +121.1% | +75.5% | +120.2% |
| All | +5,710.3% | +206.1% | +5,504.2% | +4,936.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling