+699.7%
GLD vs AME
+2,670.9%
-1,971.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.8% |
| 7D | -5.5% | +8.1% | -13.6% | -5.7% |
| 30D | -7.0% | -3.8% | -3.2% | -6.9% |
| 3M | -12.4% | -6.6% | -5.7% | -12.2% |
| 6M | -18.0% | +4.6% | -22.6% | -18.2% |
| YTD | -10.5% | +17.9% | -28.4% | -10.8% |
| 1Y | -8.1% | +23.2% | -31.3% | -8.5% |
| 3Y | +97.7% | +62.9% | +34.8% | +95.4% |
| 5Y | +103.4% | +77.5% | +25.9% | +100.5% |
| 10Y | +203.1% | +444.7% | -241.6% | +191.9% |
| All | +699.7% | +2,670.9% | -1,971.2% | +618.0% |
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 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