+755.2%
GLD vs AMGN
+1,066.2%
-311.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +1.9% |
| 7D | +4.9% | 0.0% | +5.0% | +4.9% |
| 30D | -1.3% | +12.1% | -13.5% | -1.4% |
| 3M | -4.8% | +13.9% | -18.6% | -4.8% |
| 6M | -12.5% | +42.1% | -54.6% | -12.6% |
| YTD | -4.2% | +45.0% | -49.3% | -4.3% |
| 1Y | +3.0% | +49.3% | -46.3% | +2.9% |
| 3Y | +109.1% | +92.8% | +16.4% | +109.4% |
| 5Y | +121.6% | +156.7% | -35.2% | +122.7% |
| 10Y | +212.2% | +328.1% | -115.9% | +219.3% |
| All | +755.2% | +1,066.2% | -311.1% | +818.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling