+301.0%
AEM vs GLDM
+121.8%
+179.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +2.6% |
| 7D | +15.8% | +4.7% | +11.2% | +8.2% |
| 30D | +6.2% | -0.9% | +7.1% | +8.4% |
| 3M | +14.3% | -4.3% | +18.6% | +24.2% |
| 6M | +1.4% | -13.4% | +14.8% | +29.4% |
| YTD | +13.7% | -5.8% | +19.5% | +24.0% |
| 1Y | +21.3% | +2.1% | +19.3% | +15.7% |
| 3Y | +309.9% | +105.0% | +204.9% | +10.3% |
| All | +301.0% | +121.8% | +179.2% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling