+216.0%
GLD vs AMC
-98.9%
+314.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.2% | -0.8% |
| 7D | -0.5% | +2.3% | -2.8% | -0.5% |
| 30D | +4.4% | -0.7% | +5.1% | +4.4% |
| 3M | -1.1% | +35.2% | -36.3% | -0.9% |
| 6M | -13.8% | +124.6% | -138.4% | -13.3% |
| YTD | +2.6% | +69.9% | -67.2% | +3.0% |
| 1Y | +24.5% | -2.6% | +27.1% | +24.7% |
| 3Y | +125.8% | -79.8% | +205.6% | +125.4% |
| 5Y | +137.8% | -99.4% | +237.2% | +134.8% |
| All | +216.0% | -98.9% | +314.9% | +214.8% |
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