+441.5%
AEM vs GLDM
+248.1%
+193.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | +0.3% |
| 7D | -0.5% | -0.5% | 0.0% | +0.5% |
| 30D | +24.0% | +4.4% | +19.6% | +16.5% |
| 3M | +16.1% | -1.1% | +17.1% | +19.5% |
| 6M | -11.6% | -13.7% | +2.0% | +13.8% |
| YTD | +21.5% | +2.8% | +18.8% | +15.0% |
| 1Y | +39.2% | +24.8% | +14.3% | -5.6% |
| 3Y | +347.4% | +127.8% | +219.6% | +4.4% |
| 5Y | +290.1% | +141.1% | +149.0% | -15.5% |
| All | +441.5% | +248.1% | +193.4% | -45.9% |
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 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