+121.6%
GLD vs AMT
-20.6%
+142.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +4.9% | +0.4% | +4.6% | +4.9% |
| 30D | -1.3% | +3.7% | -5.0% | -1.7% |
| 3M | -4.8% | +10.7% | -15.5% | -5.9% |
| 6M | -12.5% | +9.3% | -21.8% | -13.6% |
| YTD | -4.2% | +10.9% | -15.2% | -5.7% |
| 1Y | +3.0% | +10.5% | -7.5% | +1.5% |
| 3Y | +109.1% | +15.5% | +93.6% | +104.4% |
| 5Y | +121.6% | -20.6% | +142.1% | +124.8% |
| All | +121.6% | -20.6% | +142.1% | +124.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling