+219.7%
AMGN vs GLDM
+221.7%
-1.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.6% | -3.9% |
| 7D | -0.1% | +1.9% | -2.0% | -0.4% |
| 30D | +14.3% | -1.7% | +16.0% | +14.5% |
| 3M | +13.5% | -3.5% | +17.1% | +14.0% |
| 6M | +41.5% | -10.1% | +51.6% | +43.2% |
| YTD | +43.5% | -5.0% | +48.6% | +44.1% |
| 1Y | +47.9% | +2.8% | +45.1% | +47.3% |
| 3Y | +86.6% | +105.1% | -18.5% | +71.4% |
| 5Y | +151.6% | +124.3% | +27.3% | +127.6% |
| All | +219.7% | +221.7% | -1.9% | +219.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling