+372.0%
AEM vs GLDM
+204.4%
+167.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.2% |
| 7D | -6.8% | -4.6% | -2.2% | +0.7% |
| 30D | +0.8% | -5.5% | +6.3% | +11.3% |
| 3M | -0.8% | -10.9% | +10.0% | +21.1% |
| 6M | -8.5% | -17.3% | +8.8% | +27.3% |
| YTD | +5.9% | -10.2% | +16.1% | +25.6% |
| 1Y | +6.6% | -6.9% | +13.5% | +19.1% |
| 3Y | +302.2% | +98.7% | +203.5% | +18.0% |
| 5Y | +250.8% | +106.7% | +144.1% | -1.5% |
| All | +372.0% | +204.4% | +167.6% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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