+2.8%
GLD vs AEM
+17.3%
-14.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.7% | -6.0% | -1.0% |
| 7D | -0.3% | +0.2% | -0.5% | -0.6% |
| 30D | -1.9% | +0.1% | -1.9% | -2.3% |
| 3M | -0.4% | +22.1% | -22.5% | -11.1% |
| 6M | -10.2% | +2.4% | -12.6% | -12.9% |
| YTD | -6.0% | +8.9% | -14.9% | -9.6% |
| 1Y | +2.8% | +18.7% | -15.9% | -3.1% |
| All | +2.8% | +17.3% | -14.5% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling