+88.4%
GLD vs AMIX
-100.0%
+188.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.4% | +5.6% | -2.8% |
| 7D | -5.5% | -10.9% | +5.4% | -5.5% |
| 30D | -7.0% | -55.0% | +48.0% | -7.0% |
| 3M | -12.4% | -82.0% | +69.7% | -12.3% |
| 6M | -18.0% | -80.4% | +62.4% | -18.3% |
| YTD | -10.5% | -88.3% | +77.8% | -10.8% |
| 1Y | -8.1% | -92.4% | +84.3% | -8.5% |
| All | +88.4% | -100.0% | +188.4% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 10y: compounded portfolio wealth divided by compounded AMIX 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…
10y analysis · Full analysis span regression · 6 months rolling