+160.1%
AMGN vs GLDM
+107.1%
+53.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.1% | -4.6% | +5.8% | +1.8% |
| 30D | +9.3% | -5.5% | +14.7% | +10.1% |
| 3M | +12.1% | -10.9% | +23.0% | +14.0% |
| 6M | +40.3% | -17.3% | +57.6% | +43.8% |
| YTD | +45.2% | -10.2% | +55.3% | +47.0% |
| 1Y | +42.4% | -6.9% | +49.4% | +43.6% |
| 3Y | +91.0% | +98.7% | -7.6% | +71.4% |
| All | +160.1% | +107.1% | +53.1% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling