+218.2%
GLD vs AMCR
+16.8%
+201.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.1% |
| 7D | +0.1% | -6.3% | +6.4% | +0.7% |
| 30D | +0.2% | -7.1% | +7.3% | +0.8% |
| 3M | +3.2% | +12.7% | -9.5% | +2.2% |
| 6M | -14.6% | +5.2% | -19.8% | -15.2% |
| YTD | +1.8% | +8.1% | -6.3% | +1.0% |
| 1Y | +20.7% | +11.7% | +9.0% | +19.6% |
| 3Y | +126.5% | +9.9% | +116.6% | +123.9% |
| 5Y | +140.0% | -8.7% | +148.7% | +139.1% |
| 10Y | +218.2% | +16.8% | +201.4% | +209.8% |
| All | +218.2% | +16.8% | +201.4% | +209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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