+223.2%
AMGN vs GLDM
+216.5%
+6.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.3% |
| 7D | +0.9% | +2.9% | -2.0% | +0.5% |
| 30D | +12.1% | -3.9% | +16.0% | +12.6% |
| 3M | +12.2% | -8.1% | +20.3% | +13.3% |
| 6M | +42.1% | -14.7% | +56.8% | +44.7% |
| YTD | +45.0% | -6.6% | +51.6% | +46.0% |
| 1Y | +47.7% | -2.1% | +49.8% | +47.9% |
| 3Y | +90.4% | +107.7% | -17.3% | +74.8% |
| 5Y | +154.9% | +116.5% | +38.5% | +131.5% |
| All | +223.2% | +216.5% | +6.7% | +223.8% |
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