+300.3%
AMKR vs GLDM
+219.1%
+81.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.8% | +8.4% | +7.9% |
| 7D | -16.9% | +4.7% | -21.6% | -18.4% |
| 30D | -37.2% | -0.9% | -36.3% | -37.0% |
| 3M | -39.3% | -4.3% | -35.0% | -38.3% |
| 6M | -57.4% | -13.4% | -44.0% | -55.3% |
| YTD | -16.5% | -5.8% | -10.7% | -14.2% |
| 1Y | -6.0% | +2.1% | -8.0% | -5.1% |
| 3Y | +46.2% | +105.0% | -58.9% | +26.2% |
| 5Y | +49.3% | +122.5% | -73.2% | +23.9% |
| All | +300.3% | +219.1% | +81.3% | +246.3% |
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 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