+137.4%
GLD vs AMCR
+100.3%
+37.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.6% | -2.4% | -2.2% | -4.4% |
| 30D | -5.5% | +3.6% | -9.1% | -5.8% |
| 3M | -10.9% | -4.2% | -6.7% | -10.7% |
| 6M | -17.4% | +15.5% | -33.0% | -18.4% |
| YTD | -10.3% | +9.7% | -20.1% | -11.1% |
| 1Y | -7.2% | +8.3% | -15.5% | -7.9% |
| 3Y | +96.9% | +15.4% | +81.6% | +94.1% |
| 5Y | +103.8% | -9.1% | +112.9% | +102.9% |
| 10Y | +203.5% | +18.6% | +184.9% | +196.1% |
| All | +137.4% | +100.3% | +37.1% | +132.0% |
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