+104.1%
GLD vs AME
+77.7%
+26.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | -4.6% | +5.9% | -10.5% | -5.1% |
| 30D | -5.5% | -1.9% | -3.6% | -5.3% |
| 3M | -10.9% | -5.4% | -5.5% | -10.5% |
| 6M | -17.4% | +4.9% | -22.4% | -17.9% |
| YTD | -10.3% | +18.5% | -28.8% | -11.4% |
| 1Y | -7.2% | +25.5% | -32.6% | -8.5% |
| 3Y | +96.9% | +63.0% | +33.9% | +90.8% |
| All | +104.1% | +77.7% | +26.4% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling