+208.4%
GLD vs AEM
+356.4%
-147.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.1% | +2.5% | -1.1% |
| 7D | +2.8% | +13.9% | -11.0% | -1.4% |
| 30D | -4.0% | +0.8% | -4.7% | -4.4% |
| 3M | -8.2% | +5.8% | -14.0% | -10.3% |
| 6M | -14.8% | -1.0% | -13.9% | -15.4% |
| YTD | -6.8% | +13.1% | -19.9% | -10.9% |
| 1Y | -2.4% | +14.4% | -16.8% | -7.1% |
| 3Y | +105.8% | +325.7% | -219.9% | +36.4% |
| 5Y | +113.3% | +273.7% | -160.4% | +42.5% |
| 10Y | +208.4% | +390.1% | -181.7% | +84.6% |
| All | +208.4% | +356.4% | -147.9% | +84.6% |
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