+69.6%
AMT vs GLDM
+221.7%
-152.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.6% |
| 7D | +4.4% | +1.9% | +2.5% | +3.9% |
| 30D | +17.7% | -1.7% | +19.4% | +18.1% |
| 3M | +16.7% | -3.5% | +20.2% | +17.4% |
| 6M | +11.1% | -10.1% | +21.2% | +13.7% |
| YTD | +13.9% | -5.0% | +18.9% | +13.4% |
| 1Y | +12.5% | +2.8% | +9.7% | +9.1% |
| 3Y | +13.2% | +105.1% | -91.9% | -14.3% |
| 5Y | -17.9% | +124.3% | -142.2% | -40.4% |
| All | +69.6% | +221.7% | -152.1% | +20.9% |
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 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