+406.7%
AEM vs GLDM
+219.1%
+187.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +2.6% |
| 7D | +15.8% | +4.7% | +11.2% | +7.9% |
| 30D | +6.2% | -0.9% | +7.1% | +8.5% |
| 3M | +14.3% | -4.3% | +18.6% | +24.5% |
| 6M | +1.4% | -13.4% | +14.8% | +30.7% |
| YTD | +13.7% | -5.8% | +19.5% | +24.7% |
| 1Y | +21.3% | +2.1% | +19.3% | +16.1% |
| 3Y | +309.9% | +105.0% | +204.9% | +14.5% |
| 5Y | +301.0% | +122.5% | +178.5% | -0.5% |
| All | +406.7% | +219.1% | +187.6% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling