+138.9%
GLD vs AMGN
+107.5%
+31.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -10.1% | +8.3% | -0.9% |
| 7D | +0.7% | -10.3% | +11.0% | +1.7% |
| 30D | +0.3% | -3.8% | +4.1% | +0.7% |
| 3M | +0.6% | +14.4% | -13.8% | -0.4% |
| 6M | -15.6% | +7.8% | -23.4% | -16.1% |
| YTD | +0.9% | +22.6% | -21.7% | -0.5% |
| 1Y | +19.4% | +44.2% | -24.8% | +16.7% |
| 3Y | +124.5% | +65.8% | +58.7% | +117.3% |
| 5Y | +138.9% | +108.0% | +31.0% | +125.9% |
| All | +138.9% | +107.5% | +31.4% | +125.9% |
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