+248.5%
GLDM vs AMCR
+30.8%
+217.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -0.5% | -1.9% | +1.3% | -0.4% |
| 30D | +4.4% | -4.1% | +8.5% | +4.7% |
| 3M | -1.1% | +21.7% | -22.7% | -2.6% |
| 6M | -13.7% | +1.5% | -15.2% | -14.1% |
| YTD | +2.8% | +13.1% | -10.4% | +1.7% |
| 1Y | +24.8% | +13.0% | +11.9% | +23.5% |
| 3Y | +127.8% | +6.9% | +120.9% | +125.4% |
| 5Y | +141.1% | -10.5% | +151.6% | +140.0% |
| All | +248.5% | +30.8% | +217.7% | +241.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling