+2,509.0%
AMD vs GLDM
+221.7%
+2,287.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.8% | -18.1% | -17.7% |
| 7D | -28.6% | +1.9% | -30.5% | -29.3% |
| 30D | -37.7% | -1.7% | -36.0% | -37.2% |
| 3M | -16.1% | -3.5% | -12.6% | -14.8% |
| 6M | +13.8% | -10.1% | +23.9% | +19.8% |
| YTD | +88.8% | -5.0% | +93.9% | +93.9% |
| 1Y | +57.8% | +2.8% | +55.0% | +57.0% |
| 3Y | +260.3% | +105.1% | +155.2% | +168.2% |
| 5Y | +196.6% | +124.3% | +72.3% | +107.0% |
| All | +2,509.0% | +221.7% | +2,287.4% | +1,828.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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