+219.4%
GLDM vs AMCR
+34.0%
+185.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | +4.7% | -5.3% | +10.0% | +5.1% |
| 30D | -0.9% | +8.7% | -9.6% | -1.6% |
| 3M | -4.3% | -3.3% | -1.0% | -4.1% |
| 6M | -13.4% | +15.1% | -28.5% | -14.5% |
| YTD | -5.8% | +12.4% | -18.2% | -6.8% |
| 1Y | +2.1% | +15.8% | -13.8% | +0.8% |
| 3Y | +105.0% | +16.7% | +88.3% | +102.0% |
| 5Y | +122.5% | -5.1% | +127.5% | +120.8% |
| All | +219.4% | +34.0% | +185.4% | +212.0% |
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