+326.9%
AMKR vs GLDM
+225.0%
+101.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.9% | +4.8% | +6.0% |
| 7D | -5.3% | +5.0% | -10.3% | -7.1% |
| 30D | -28.7% | -1.3% | -27.4% | -28.4% |
| 3M | -36.6% | -4.7% | -31.9% | -35.5% |
| 6M | -54.2% | -12.4% | -41.8% | -52.2% |
| YTD | -10.9% | -4.1% | -6.9% | -9.0% |
| 1Y | +1.3% | +3.3% | -2.0% | +1.8% |
| 3Y | +60.0% | +110.9% | -50.9% | +37.0% |
| 5Y | +59.3% | +124.8% | -65.5% | +31.5% |
| All | +326.9% | +225.0% | +101.9% | +267.0% |
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 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