+47.7%
AMGN vs GLDM
+1.2%
+46.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.8% | +0.7% |
| 7D | 0.0% | +5.0% | -5.0% | -0.9% |
| 30D | +12.1% | -1.3% | +13.4% | +12.3% |
| 3M | +13.9% | -4.7% | +18.6% | +14.8% |
| 6M | +42.1% | -12.4% | +54.5% | +44.6% |
| YTD | +45.0% | -4.1% | +49.1% | +49.2% |
| All | +47.7% | +1.2% | +46.5% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling