-99.8%
AMIX vs GLDM
+117.6%
-217.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | -13.7% | -0.5% | -13.2% | -13.7% |
| 30D | -62.1% | +4.4% | -66.5% | -62.2% |
| 3M | -46.2% | -1.1% | -45.1% | -46.7% |
| 6M | -46.4% | -13.7% | -32.8% | -47.3% |
| YTD | -60.3% | +2.8% | -63.0% | -59.9% |
| 1Y | -79.7% | +24.8% | -104.5% | -78.4% |
| All | -99.8% | +117.6% | -217.4% | -99.8% |
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