+199.0%
AMD vs GLD
+118.6%
+80.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.8% | +11.8% | +11.4% |
| 7D | -11.0% | +4.7% | -15.8% | -13.3% |
| 30D | -30.5% | -0.9% | -29.6% | -30.1% |
| 3M | -8.2% | -4.4% | -3.8% | -6.4% |
| 6M | +6.6% | -13.6% | +20.1% | +13.7% |
| YTD | +109.7% | -6.0% | +115.7% | +117.2% |
| 1Y | +88.9% | +1.8% | +87.1% | +90.3% |
| 3Y | +301.8% | +103.2% | +198.7% | +218.0% |
| All | +199.0% | +118.6% | +80.5% | +111.7% |
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