+90.4%
AMGN vs GLDM
+106.4%
-16.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.4% |
| 7D | +0.9% | +2.9% | -2.0% | +0.4% |
| 30D | +12.1% | -3.9% | +16.0% | +12.7% |
| 3M | +12.2% | -8.1% | +20.3% | +13.6% |
| 6M | +42.1% | -14.7% | +56.8% | +45.2% |
| YTD | +45.0% | -6.6% | +51.6% | +46.2% |
| 1Y | +47.7% | -2.1% | +49.8% | +47.9% |
| 3Y | +90.4% | +107.7% | -17.3% | +59.6% |
| All | +90.4% | +106.4% | -16.0% | +59.6% |
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