+218.2%
GLD vs AEM
+349.9%
-131.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +0.1% | +3.0% | -2.9% | -0.8% |
| 30D | +0.2% | +12.5% | -12.3% | -3.5% |
| 3M | +3.2% | +26.9% | -23.7% | -4.5% |
| 6M | -14.6% | -9.4% | -5.2% | -12.9% |
| YTD | +1.8% | +20.3% | -18.5% | -4.2% |
| 1Y | +20.7% | +33.8% | -13.0% | +10.1% |
| 3Y | +126.5% | +349.8% | -223.3% | +48.2% |
| 5Y | +140.0% | +301.0% | -161.0% | +57.7% |
| 10Y | +218.2% | +376.1% | -157.8% | +91.5% |
| All | +218.2% | +349.9% | -131.7% | +91.5% |
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