+205.0%
GLD vs AMBA
-0.9%
+205.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.1% | -6.9% | -0.9% |
| 7D | +4.7% | -7.2% | +11.9% | +4.9% |
| 30D | -0.9% | -10.4% | +9.5% | -0.7% |
| 3M | -4.4% | -30.1% | +25.7% | -3.8% |
| 6M | -13.6% | -22.4% | +8.9% | -13.4% |
| YTD | -6.0% | -17.3% | +11.3% | -6.0% |
| 1Y | +1.8% | -35.4% | +37.2% | +2.0% |
| 3Y | +103.2% | +18.6% | +84.6% | +101.6% |
| 5Y | +119.3% | -69.8% | +189.2% | +118.0% |
| All | +205.0% | -0.9% | +205.8% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling