-18.8%
AMT vs GLDM
+116.0%
-134.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.4% | +1.3% |
| 7D | +1.6% | +2.9% | -1.2% | +1.0% |
| 30D | +4.5% | -3.9% | +8.4% | +5.3% |
| 3M | +13.8% | -8.1% | +21.9% | +15.7% |
| 6M | +10.0% | -14.7% | +24.7% | +13.9% |
| YTD | +11.8% | -6.6% | +18.3% | +11.1% |
| 1Y | +10.2% | -2.1% | +12.3% | +7.7% |
| 3Y | +15.1% | +107.7% | -92.5% | -19.2% |
| 5Y | -18.8% | +116.5% | -135.3% | -48.4% |
| All | -18.8% | +116.0% | -134.8% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling