+208.4%
GLD vs AME
+438.4%
-230.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +2.8% | -4.1% | +6.9% | +3.0% |
| 30D | -4.0% | -4.1% | +0.2% | -3.8% |
| 3M | -8.2% | -5.6% | -2.6% | -8.1% |
| 6M | -14.8% | +2.8% | -17.7% | -15.0% |
| YTD | -6.8% | +16.6% | -23.4% | -7.2% |
| 1Y | -2.4% | +21.1% | -23.5% | -2.8% |
| 3Y | +105.8% | +61.1% | +44.7% | +103.8% |
| 5Y | +113.3% | +76.6% | +36.7% | +110.5% |
| 10Y | +208.4% | +431.3% | -222.9% | +222.9% |
| All | +208.4% | +438.4% | -230.0% | +222.9% |
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