+319.1%
AEM vs GLDM
+105.4%
+213.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -0.7% |
| 7D | +1.4% | -2.0% | +3.3% | +4.5% |
| 30D | -1.2% | -4.4% | +3.3% | +6.3% |
| 3M | +2.5% | -8.8% | +11.4% | +18.8% |
| 6M | -5.1% | -15.9% | +10.8% | +23.8% |
| YTD | +10.4% | -7.7% | +18.1% | +24.6% |
| 1Y | +11.8% | -3.6% | +15.4% | +18.4% |
| All | +319.1% | +105.4% | +213.7% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling