+134.0%
GLD vs AMBA
+846.1%
-712.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -1.7% |
| 7D | +0.7% | -6.4% | +7.2% | +0.8% |
| 30D | +0.3% | -26.8% | +27.2% | +0.8% |
| 3M | +0.6% | -7.6% | +8.2% | +0.6% |
| 6M | -15.6% | +21.2% | -36.8% | -16.0% |
| YTD | +0.9% | -10.4% | +11.3% | +0.7% |
| 1Y | +19.4% | -24.4% | +43.8% | +19.4% |
| 3Y | +124.5% | +6.0% | +118.5% | +123.1% |
| 5Y | +138.9% | -53.9% | +192.8% | +137.4% |
| 10Y | +213.3% | -6.2% | +219.4% | +209.5% |
| All | +134.0% | +846.1% | -712.1% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling