+21.2%
GLDM vs AMRZ
-15.9%
+37.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.4% |
| 7D | +1.9% | +2.5% | -0.6% | +1.4% |
| 30D | -1.7% | +14.4% | -16.1% | -4.0% |
| 3M | -3.5% | -19.2% | +15.6% | -0.2% |
| 6M | -10.1% | -19.7% | +9.7% | -7.1% |
| YTD | -5.0% | -20.2% | +15.1% | -1.8% |
| 1Y | +2.8% | -15.1% | +17.8% | +6.2% |
| All | +21.2% | -15.9% | +37.2% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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