+113.3%
GLD vs AMCR
-6.2%
+119.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +2.8% | -3.8% | +6.6% | +3.3% |
| 30D | -4.0% | +8.3% | -12.3% | -5.1% |
| 3M | -8.2% | -2.7% | -5.5% | -8.0% |
| 6M | -14.8% | +16.7% | -31.6% | -16.9% |
| YTD | -6.8% | +13.2% | -20.0% | -8.6% |
| 1Y | -2.4% | +13.7% | -16.1% | -4.4% |
| 3Y | +105.8% | +17.4% | +88.3% | +99.7% |
| 5Y | +113.3% | -5.9% | +119.2% | +112.2% |
| All | +113.3% | -6.2% | +119.5% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling