+118.0%
GLD vs AMBA
+807.9%
-689.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +3.7% |
| 7D | -0.3% | -8.1% | +7.8% | -0.1% |
| 30D | -1.9% | -10.8% | +8.9% | -1.7% |
| 3M | -0.4% | -25.9% | +25.5% | 0.0% |
| 6M | -10.2% | -13.9% | +3.7% | -10.2% |
| YTD | -6.0% | -14.0% | +8.0% | -6.1% |
| 1Y | +2.8% | -25.7% | +28.5% | +2.8% |
| 3Y | +101.6% | +21.5% | +80.1% | +100.2% |
| 5Y | +122.2% | -68.9% | +191.1% | +121.4% |
| 10Y | +199.5% | +5.2% | +194.3% | +195.8% |
| All | +118.0% | +807.9% | -689.9% | +94.6% |
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