+518.7%
AMKR vs GLDM
+242.2%
+276.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.9% | +6.8% |
| 7D | +11.1% | +0.7% | +10.4% | +10.8% |
| 30D | -8.1% | +0.3% | -8.4% | -8.2% |
| 3M | -25.6% | +0.7% | -26.3% | -25.8% |
| 6M | +22.5% | -15.4% | +37.9% | +28.1% |
| YTD | +29.1% | +1.0% | +28.1% | +29.4% |
| 1Y | +105.7% | +19.7% | +85.9% | +99.1% |
| 3Y | +133.2% | +126.5% | +6.7% | +95.2% |
| 5Y | +98.5% | +142.5% | -44.0% | +60.0% |
| All | +518.7% | +242.2% | +276.5% | +421.9% |
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 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