+103.2%
GLD vs AME
+62.2%
+40.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.1% |
| 7D | +4.7% | -5.2% | +9.9% | +5.3% |
| 30D | -0.9% | -8.0% | +7.1% | +0.1% |
| 3M | -4.4% | -8.9% | +4.5% | -3.4% |
| 6M | -13.6% | -5.0% | -8.6% | -13.2% |
| YTD | -6.0% | +11.9% | -17.9% | -6.4% |
| 1Y | +1.8% | +16.6% | -14.9% | +1.3% |
| 3Y | +103.2% | +62.5% | +40.7% | +103.0% |
| All | +103.2% | +62.2% | +40.9% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling