+213.3%
GLD vs AME
+421.6%
-208.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.7% | +2.8% | -2.0% | +0.6% |
| 30D | +0.3% | -6.3% | +6.6% | +0.6% |
| 3M | +0.6% | +5.4% | -4.8% | +0.4% |
| 6M | -15.6% | +7.4% | -23.0% | -15.8% |
| YTD | +0.9% | +16.2% | -15.3% | +0.5% |
| 1Y | +19.4% | +26.8% | -7.4% | +18.8% |
| 3Y | +124.5% | +57.5% | +67.0% | +122.5% |
| 5Y | +138.9% | +84.8% | +54.1% | +135.9% |
| 10Y | +213.3% | +424.3% | -211.0% | +227.3% |
| All | +213.3% | +421.6% | -208.3% | +227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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