+218.2%
GLD vs AMGN
+210.7%
+7.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | +0.1% | -11.6% | +11.8% | +0.7% |
| 30D | +0.2% | -5.7% | +5.9% | +0.5% |
| 3M | +3.2% | +14.2% | -11.0% | +2.6% |
| 6M | -14.6% | +5.2% | -19.8% | -14.9% |
| YTD | +1.8% | +22.0% | -20.2% | +1.0% |
| 1Y | +20.7% | +43.6% | -22.9% | +19.1% |
| 3Y | +126.5% | +65.0% | +61.5% | +122.5% |
| 5Y | +140.0% | +112.0% | +28.0% | +134.6% |
| 10Y | +218.2% | +216.6% | +1.7% | +218.3% |
| All | +218.2% | +210.7% | +7.5% | +218.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded AMGN 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling