+87.5%
AMZN vs GLD
+128.1%
-40.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.1% |
| 7D | -3.0% | -0.5% | -2.5% | -3.0% |
| 30D | -5.2% | +4.4% | -9.6% | -5.4% |
| 3M | +1.9% | -1.1% | +3.0% | +1.9% |
| 6M | +19.2% | -13.8% | +33.0% | +18.8% |
| YTD | +12.0% | +2.6% | +9.4% | +13.1% |
| 1Y | +9.7% | +24.5% | -14.8% | +12.0% |
| All | +87.5% | +128.1% | -40.6% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 GLD 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