+222.0%
GLDM vs AMBA
+32.3%
+189.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.4% | +10.3% | +1.1% |
| 7D | +1.9% | -14.6% | +16.5% | +2.2% |
| 30D | -1.7% | -18.8% | +17.1% | -1.3% |
| 3M | -3.5% | -32.6% | +29.1% | -2.8% |
| 6M | -10.1% | -25.8% | +15.7% | -9.8% |
| YTD | -5.0% | -22.1% | +17.1% | -5.0% |
| 1Y | +2.8% | -36.2% | +39.0% | +3.1% |
| 3Y | +105.1% | +10.0% | +95.1% | +103.7% |
| 5Y | +124.3% | -71.6% | +195.9% | +123.0% |
| All | +222.0% | +32.3% | +189.7% | +219.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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