+211.8%
GLD vs AMT
+134.0%
+77.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -2.0% | -2.4% | +0.4% | -1.8% |
| 30D | -4.4% | +4.2% | -8.7% | -4.8% |
| 3M | -8.9% | +13.4% | -22.3% | -10.0% |
| 6M | -16.0% | +9.4% | -25.4% | -16.9% |
| YTD | -7.9% | +11.7% | -19.5% | -9.1% |
| 1Y | -3.9% | +7.1% | -11.0% | -4.8% |
| 3Y | +103.4% | +15.1% | +88.4% | +99.5% |
| 5Y | +109.7% | -17.9% | +127.6% | +110.2% |
| 10Y | +211.8% | +133.5% | +78.3% | +185.6% |
| All | +211.8% | +134.0% | +77.9% | +185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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