+88.3%
AMGN vs GLDM
+128.8%
-40.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +7.8% | +4.4% | +3.4% | +7.2% |
| 3M | +27.3% | -1.1% | +28.3% | +27.2% |
| 6M | +16.8% | -13.7% | +30.5% | +18.7% |
| YTD | +36.3% | +2.8% | +33.6% | +35.5% |
| 1Y | +60.4% | +24.8% | +35.6% | +55.4% |
| All | +88.3% | +128.8% | -40.4% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling