+1.8%
GLD vs AME
+16.4%
-14.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.6% |
| 7D | +4.7% | -5.2% | +9.9% | +6.1% |
| 30D | -0.9% | -8.0% | +7.1% | +1.7% |
| 3M | -4.4% | -8.9% | +4.5% | -1.7% |
| 6M | -13.6% | -5.0% | -8.6% | -13.0% |
| YTD | -6.0% | +11.9% | -17.9% | -8.7% |
| 1Y | +1.8% | +16.6% | -14.9% | -1.7% |
| All | +1.8% | +16.4% | -14.6% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling