+816.6%
GLD vs AME
+2,628.8%
-1,812.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | -0.5% | +0.6% | -1.1% | -0.5% |
| 30D | +4.4% | -6.7% | +11.1% | +4.6% |
| 3M | -1.1% | +4.1% | -5.2% | -1.2% |
| 6M | -13.8% | +1.6% | -15.4% | -13.9% |
| YTD | +2.6% | +16.1% | -13.5% | +2.3% |
| 1Y | +24.5% | +27.3% | -2.8% | +23.8% |
| 3Y | +125.8% | +50.9% | +75.0% | +123.7% |
| 5Y | +137.8% | +81.4% | +56.4% | +134.4% |
| 10Y | +221.4% | +417.0% | -195.6% | +209.9% |
| All | +816.6% | +2,628.8% | -1,812.2% | +723.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling