+113.3%
GLD vs AMBA
-69.1%
+182.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.6% |
| 7D | +2.8% | -2.6% | +5.5% | +2.9% |
| 30D | -4.0% | -10.5% | +6.5% | -3.7% |
| 3M | -8.2% | -26.4% | +18.2% | -7.5% |
| 6M | -14.8% | -20.9% | +6.0% | -14.7% |
| YTD | -6.8% | -14.8% | +8.0% | -7.0% |
| 1Y | -2.4% | -36.1% | +33.7% | -2.1% |
| 3Y | +105.8% | +20.2% | +85.5% | +103.2% |
| 5Y | +113.3% | -67.2% | +180.6% | +105.9% |
| All | +113.3% | -69.1% | +182.5% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling