+3,053.4%
AMD vs GLDM
+219.0%
+2,834.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | -0.8% |
| 7D | -15.5% | -0.3% | -15.2% | -15.3% |
| 30D | -22.6% | -1.9% | -20.8% | -21.8% |
| 3M | -5.7% | -0.4% | -5.3% | -5.9% |
| 6M | +43.1% | -10.1% | +53.2% | +50.9% |
| YTD | +128.2% | -5.8% | +134.1% | +135.5% |
| 1Y | +95.5% | +3.1% | +92.4% | +94.7% |
| 3Y | +335.4% | +103.4% | +232.0% | +225.7% |
| 5Y | +255.5% | +125.5% | +129.9% | +147.7% |
| All | +3,053.4% | +219.0% | +2,834.5% | +2,242.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling