+205.0%
GLD vs AMT
+113.8%
+91.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.5% |
| 7D | +4.7% | +0.5% | +4.2% | +4.7% |
| 30D | -0.9% | +13.6% | -14.5% | -2.1% |
| 3M | -4.4% | +11.5% | -15.9% | -5.4% |
| 6M | -13.6% | +6.9% | -20.5% | -14.3% |
| YTD | -6.0% | +10.8% | -16.8% | -7.2% |
| 1Y | +1.8% | +10.3% | -8.6% | +0.5% |
| 3Y | +103.2% | +12.4% | +90.8% | +99.7% |
| 5Y | +119.3% | -20.1% | +139.4% | +120.3% |
| All | +205.0% | +113.8% | +91.2% | +182.7% |
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