+213.0%
GLDM vs AMCR
+32.6%
+180.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.0% |
| 7D | -2.0% | -8.5% | +6.5% | -1.3% |
| 30D | -4.4% | +6.8% | -11.2% | -5.0% |
| 3M | -8.8% | -5.0% | -3.8% | -8.5% |
| 6M | -15.9% | +13.9% | -29.8% | -16.8% |
| YTD | -7.7% | +11.2% | -18.9% | -8.6% |
| 1Y | -3.6% | +11.3% | -14.9% | -4.6% |
| 3Y | +105.2% | +15.4% | +89.9% | +102.4% |
| 5Y | +112.8% | -7.7% | +120.5% | +111.5% |
| All | +213.0% | +32.6% | +180.5% | +206.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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