-99.9%
AMIX vs GLDM
+99.4%
-199.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.7% | -3.6% |
| 7D | -25.1% | -0.3% | -24.8% | -25.0% |
| 30D | -54.5% | -1.9% | -52.7% | -54.4% |
| 3M | -91.7% | -0.4% | -91.3% | -91.7% |
| 6M | -79.4% | -10.1% | -69.4% | -79.4% |
| YTD | -86.1% | -5.8% | -80.2% | -85.7% |
| 1Y | -91.6% | +3.1% | -94.7% | -91.2% |
| All | -99.9% | +99.4% | -199.3% | -99.9% |
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