+206.1%
GLD vs AMT
+136.5%
+69.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | -4.6% | +1.5% | -6.1% | -4.7% |
| 30D | -5.5% | +6.8% | -12.3% | -6.1% |
| 3M | -10.9% | +11.2% | -22.1% | -11.8% |
| 6M | -17.4% | +12.5% | -29.9% | -18.5% |
| YTD | -10.3% | +12.5% | -22.8% | -11.6% |
| 1Y | -7.2% | +10.1% | -17.3% | -8.3% |
| 3Y | +96.9% | +16.0% | +80.9% | +93.0% |
| 5Y | +103.8% | -17.2% | +120.9% | +104.1% |
| All | +206.1% | +136.5% | +69.7% | +180.0% |
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