+50.4%
AMZN vs GLD
+104.2%
-53.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +2.8% | -4.6% | +7.4% | +3.5% |
| 30D | +5.0% | -5.5% | +10.4% | +5.8% |
| 3M | +0.6% | -10.9% | +11.5% | +2.0% |
| 6M | -1.3% | -17.4% | +16.1% | +1.0% |
| YTD | +15.5% | -10.3% | +25.8% | +16.8% |
| 1Y | +12.2% | -7.2% | +19.4% | +13.0% |
| 3Y | +87.0% | +96.9% | -9.9% | +50.3% |
| All | +50.4% | +104.2% | -53.8% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling