+739.4%
GLD vs AME
+2,528.7%
-1,789.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.9% |
| 7D | +4.7% | -5.2% | +9.9% | +4.9% |
| 30D | -0.9% | -8.0% | +7.1% | -0.7% |
| 3M | -4.4% | -8.9% | +4.5% | -4.2% |
| 6M | -13.6% | -5.0% | -8.6% | -13.5% |
| YTD | -6.0% | +11.9% | -17.9% | -6.2% |
| 1Y | +1.8% | +16.6% | -14.9% | +1.4% |
| 3Y | +103.2% | +62.5% | +40.7% | +101.0% |
| 5Y | +119.3% | +67.6% | +51.7% | +116.5% |
| 10Y | +199.5% | +450.4% | -250.9% | +188.5% |
| All | +739.4% | +2,528.7% | -1,789.3% | +654.9% |
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