+816.6%
GLD vs AEM
+1,555.7%
-739.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.5% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | +4.4% | +24.0% | -19.6% | -1.9% |
| 3M | -1.1% | +16.1% | -17.2% | -5.5% |
| 6M | -13.8% | -11.6% | -2.2% | -11.4% |
| YTD | +2.6% | +21.5% | -18.9% | -3.3% |
| 1Y | +24.5% | +39.2% | -14.7% | +12.8% |
| 3Y | +125.8% | +347.4% | -221.6% | +47.6% |
| 5Y | +137.8% | +290.1% | -152.4% | +56.9% |
| 10Y | +221.4% | +357.8% | -136.4% | +89.5% |
| All | +816.6% | +1,555.7% | -739.1% | +189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling