+98.4%
GLDM vs AMCR
+14.2%
+84.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.6% |
| 7D | -5.5% | -4.5% | -1.1% | -4.8% |
| 30D | -7.0% | +4.9% | -11.9% | -7.8% |
| 3M | -12.3% | -4.6% | -7.7% | -11.7% |
| 6M | -17.9% | +15.2% | -33.1% | -20.1% |
| YTD | -10.3% | +9.7% | -20.0% | -11.9% |
| 1Y | -7.8% | +10.5% | -18.3% | -9.5% |
| All | +98.4% | +14.2% | +84.2% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling