+337.5%
AMD vs GLDM
+143.3%
+194.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +5.1% |
| 7D | +2.6% | -0.5% | +3.1% | +2.8% |
| 30D | -0.9% | +4.4% | -5.3% | -3.1% |
| 3M | -8.7% | -1.1% | -7.7% | -8.4% |
| 6M | +136.3% | -13.7% | +150.0% | +148.9% |
| YTD | +123.0% | +2.8% | +120.2% | +121.4% |
| 1Y | +195.2% | +24.8% | +170.3% | +176.2% |
| 3Y | +336.3% | +127.8% | +208.5% | +227.3% |
| All | +337.5% | +143.3% | +194.2% | +190.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling