+211.8%
GLD vs AME
+437.3%
-225.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -2.0% | +1.1% | -3.1% | -2.0% |
| 30D | -4.4% | -4.1% | -0.4% | -4.3% |
| 3M | -8.9% | -6.3% | -2.6% | -8.7% |
| 6M | -16.0% | +3.5% | -19.5% | -16.1% |
| YTD | -7.9% | +17.3% | -25.1% | -8.2% |
| 1Y | -3.9% | +22.0% | -25.9% | -4.3% |
| 3Y | +103.4% | +62.0% | +41.4% | +101.5% |
| 5Y | +109.7% | +78.5% | +31.2% | +107.0% |
| 10Y | +211.8% | +441.6% | -229.8% | +231.9% |
| All | +211.8% | +437.3% | -225.5% | +231.9% |
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