+2,125.8%
AMD vs GLD
+738.4%
+1,387.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.4% |
| 7D | -15.5% | -0.3% | -15.2% | -15.4% |
| 30D | -22.6% | -1.9% | -20.8% | -22.4% |
| 3M | -5.7% | -0.4% | -5.3% | -5.7% |
| 6M | +43.1% | -10.2% | +53.3% | +45.6% |
| YTD | +128.2% | -6.0% | +134.2% | +131.5% |
| 1Y | +95.5% | +2.8% | +92.7% | +96.7% |
| 3Y | +335.4% | +101.6% | +233.9% | +315.1% |
| 5Y | +255.5% | +122.2% | +133.3% | +235.7% |
| 10Y | +7,350.9% | +199.5% | +7,151.5% | +7,005.3% |
| All | +2,125.8% | +738.4% | +1,387.4% | +2,027.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling