+207.7%
AMZN vs GLDM
+221.7%
-13.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | +6.7% | +1.9% | +4.8% | +6.4% |
| 30D | +1.5% | -1.7% | +3.2% | +1.7% |
| 3M | -4.6% | -3.5% | -1.0% | -4.2% |
| 6M | -4.9% | -10.1% | +5.2% | -3.6% |
| YTD | +12.7% | -5.0% | +17.8% | +13.0% |
| 1Y | +4.0% | +2.8% | +1.2% | +3.2% |
| 3Y | +87.7% | +105.1% | -17.4% | +59.0% |
| 5Y | +47.9% | +124.3% | -76.4% | +20.4% |
| All | +207.7% | +221.7% | -13.9% | +183.0% |
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