+65.0%
AMT vs GLDM
+219.1%
-154.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | +0.5% | +4.7% | -4.1% | -0.5% |
| 30D | +13.6% | -0.9% | +14.5% | +13.8% |
| 3M | +11.5% | -4.3% | +15.8% | +12.4% |
| 6M | +6.9% | -13.4% | +20.3% | +10.5% |
| YTD | +10.8% | -5.8% | +16.6% | +10.5% |
| 1Y | +10.3% | +2.1% | +8.3% | +7.2% |
| 3Y | +12.4% | +105.0% | -92.6% | -14.9% |
| 5Y | -20.1% | +122.5% | -142.6% | -41.8% |
| All | +65.0% | +219.1% | -154.1% | +17.9% |
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