+171.7%
GLD vs AMCR
+100.2%
+71.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.5% | -1.9% | +1.3% | -0.4% |
| 30D | +4.4% | -4.1% | +8.5% | +4.7% |
| 3M | -1.1% | +21.7% | -22.8% | -2.6% |
| 6M | -13.8% | +1.5% | -15.3% | -14.2% |
| YTD | +2.6% | +13.1% | -10.5% | +1.6% |
| 1Y | +24.5% | +13.0% | +11.5% | +23.2% |
| 3Y | +125.8% | +6.9% | +118.9% | +123.4% |
| 5Y | +137.8% | -10.5% | +148.2% | +136.9% |
| 10Y | +221.4% | +20.9% | +200.5% | +213.2% |
| All | +171.7% | +100.2% | +71.4% | +165.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling