+739.4%
GLD vs AEM
+1,449.3%
-709.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.2% |
| 7D | +4.7% | +15.8% | -11.1% | +0.4% |
| 30D | -0.9% | +6.2% | -7.1% | -2.8% |
| 3M | -4.4% | +14.3% | -18.7% | -8.3% |
| 6M | -13.6% | +1.4% | -15.0% | -14.6% |
| YTD | -6.0% | +13.7% | -19.7% | -10.0% |
| 1Y | +1.8% | +21.3% | -19.6% | -4.4% |
| 3Y | +103.2% | +309.9% | -206.7% | +35.9% |
| 5Y | +119.3% | +301.0% | -181.6% | +43.7% |
| 10Y | +199.5% | +344.0% | -144.5% | +78.5% |
| All | +739.4% | +1,449.3% | -709.9% | +169.7% |
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