+205.6%
GLD vs AMC
-98.8%
+304.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.8% |
| 7D | -5.5% | +8.4% | -13.9% | -5.5% |
| 30D | -7.0% | +9.2% | -16.2% | -7.0% |
| 3M | -12.4% | +32.0% | -44.4% | -12.2% |
| 6M | -18.0% | +149.3% | -167.3% | -17.6% |
| YTD | -10.5% | +114.1% | -124.6% | -10.0% |
| 1Y | -8.1% | +35.8% | -43.8% | -7.8% |
| 3Y | +97.7% | -58.3% | +156.0% | +97.9% |
| 5Y | +103.4% | -99.2% | +202.6% | +101.2% |
| All | +205.6% | -98.8% | +304.4% | +206.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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