+816.6%
GLD vs AMT
+1,283.9%
-467.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.8% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +4.4% | +4.6% | -0.2% | +4.1% |
| 3M | -1.1% | -8.4% | +7.4% | -0.7% |
| 6M | -13.8% | -6.0% | -7.8% | -13.6% |
| YTD | +2.6% | +2.1% | +0.5% | +2.4% |
| 1Y | +24.5% | -6.4% | +30.9% | +24.7% |
| 3Y | +125.8% | +8.1% | +117.8% | +124.1% |
| 5Y | +137.8% | -31.9% | +169.7% | +140.2% |
| 10Y | +221.4% | +97.1% | +124.3% | +212.0% |
| All | +816.6% | +1,283.9% | -467.3% | +671.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling