+219.3%
GLD vs AMC
-97.8%
+317.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -12.5% | +13.3% | +0.7% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | -1.8% | +4.4% | -6.2% | -1.7% |
| 3M | -3.6% | +15.4% | -19.0% | -3.5% |
| 6M | -10.2% | +93.7% | -103.9% | -9.8% |
| YTD | -5.3% | +97.4% | -102.7% | -4.8% |
| 1Y | +2.5% | +23.2% | -20.7% | +2.7% |
| 3Y | +103.2% | -71.3% | +174.5% | +103.0% |
| 5Y | +121.1% | -99.3% | +220.3% | +118.3% |
| 10Y | +201.9% | -98.7% | +300.6% | +207.3% |
| All | +219.3% | -97.8% | +317.0% | +251.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling