+352.8%
AMKR vs GLDM
+204.0%
+148.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -1.6% |
| 7D | +21.7% | -5.5% | +27.2% | +24.2% |
| 30D | -22.0% | -7.0% | -15.0% | -20.0% |
| 3M | -33.1% | -12.3% | -20.8% | -30.0% |
| 6M | -49.3% | -17.9% | -31.4% | -45.9% |
| YTD | -5.5% | -10.3% | +4.8% | -1.3% |
| 1Y | +8.4% | -7.8% | +16.2% | +12.6% |
| 3Y | +62.7% | +99.5% | -36.8% | +42.3% |
| 5Y | +70.5% | +106.5% | -36.0% | +44.7% |
| All | +352.8% | +204.0% | +148.8% | +298.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling