+15.5%
AMT vs GLDM
+105.8%
-90.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.6% |
| 7D | +4.4% | +1.9% | +2.5% | +4.0% |
| 30D | +17.7% | -1.7% | +19.4% | +18.0% |
| 3M | +16.7% | -3.5% | +20.2% | +17.2% |
| 6M | +11.1% | -10.1% | +21.2% | +13.0% |
| YTD | +13.9% | -5.0% | +18.9% | +12.9% |
| 1Y | +12.5% | +2.8% | +9.7% | +9.0% |
| All | +15.5% | +105.8% | -90.3% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling