+118.6%
GLD vs AMGN
+151.3%
-32.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +4.7% | -1.2% | +5.9% | +4.8% |
| 30D | -0.9% | +11.5% | -12.4% | -1.9% |
| 3M | -4.4% | +14.4% | -18.8% | -5.6% |
| 6M | -13.6% | +40.9% | -54.5% | -16.1% |
| YTD | -6.0% | +43.5% | -49.5% | -8.7% |
| 1Y | +1.8% | +49.9% | -48.2% | -1.4% |
| 3Y | +103.2% | +84.6% | +18.5% | +93.8% |
| All | +118.6% | +151.3% | -32.7% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling