+124.5%
GLD vs AEM
+349.6%
-225.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.1% |
| 7D | +0.7% | +4.3% | -3.6% | -1.1% |
| 30D | +0.3% | +13.1% | -12.8% | -5.2% |
| 3M | +0.6% | +24.8% | -24.2% | -9.3% |
| 6M | -15.6% | -8.2% | -7.3% | -13.7% |
| YTD | +0.9% | +19.8% | -19.0% | -7.3% |
| 1Y | +19.4% | +32.1% | -12.7% | +5.5% |
| 3Y | +124.5% | +348.2% | -223.7% | +27.9% |
| All | +124.5% | +349.6% | -225.2% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling