+154.5%
AMGN vs GLDM
+121.8%
+32.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -1.2% | +4.7% | -5.9% | -1.9% |
| 30D | +11.5% | -0.9% | +12.3% | +11.5% |
| 3M | +14.4% | -4.3% | +18.7% | +15.1% |
| 6M | +40.9% | -13.4% | +54.3% | +43.5% |
| YTD | +43.5% | -5.8% | +49.4% | +44.4% |
| 1Y | +49.9% | +2.1% | +47.9% | +49.2% |
| 3Y | +84.6% | +105.0% | -20.4% | +64.8% |
| All | +154.5% | +121.8% | +32.7% | +117.0% |
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 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