+138.9%
GLD vs AMCR
-9.8%
+148.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.5% |
| 7D | +0.7% | -1.8% | +2.6% | +1.0% |
| 30D | +0.3% | -6.0% | +6.3% | +1.1% |
| 3M | +0.6% | +18.9% | -18.3% | -1.8% |
| 6M | -15.6% | +5.7% | -21.2% | -16.6% |
| YTD | +0.9% | +11.1% | -10.2% | -0.7% |
| 1Y | +19.4% | +12.7% | +6.7% | +17.3% |
| 3Y | +124.5% | +9.6% | +114.9% | +119.7% |
| 5Y | +138.9% | -10.3% | +149.3% | +139.6% |
| All | +138.9% | -9.8% | +148.8% | +139.6% |
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