+337.5%
AMD vs GLD
+139.9%
+197.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.1% |
| 7D | +2.6% | -0.5% | +3.1% | +2.8% |
| 30D | -0.9% | +4.4% | -5.3% | -3.2% |
| 3M | -8.7% | -1.1% | -7.6% | -8.4% |
| 6M | +136.3% | -13.8% | +150.1% | +149.3% |
| YTD | +123.0% | +2.6% | +120.4% | +121.3% |
| 1Y | +195.2% | +24.5% | +170.7% | +175.4% |
| 3Y | +336.3% | +125.8% | +210.5% | +224.2% |
| All | +337.5% | +139.9% | +197.6% | +187.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling