+205.6%
GLD vs AEM
+412.4%
-206.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.2% | -1.5% |
| 7D | -5.5% | -5.6% | +0.1% | -3.8% |
| 30D | -7.0% | -3.9% | -3.1% | -6.1% |
| 3M | -12.4% | -3.4% | -8.9% | -11.8% |
| 6M | -18.0% | -9.0% | -9.0% | -16.4% |
| YTD | -10.5% | +5.9% | -16.4% | -12.6% |
| 1Y | -8.1% | +4.0% | -12.0% | -9.9% |
| 3Y | +97.7% | +298.8% | -201.1% | +33.8% |
| 5Y | +103.4% | +250.7% | -147.3% | +38.7% |
| All | +205.6% | +412.4% | -206.7% | +82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling