+216.8%
GLDM vs AME
+246.5%
-29.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.6% |
| 7D | +2.9% | -4.1% | +7.0% | +3.0% |
| 30D | -3.9% | -4.1% | +0.2% | -3.7% |
| 3M | -8.1% | -5.6% | -2.5% | -7.9% |
| 6M | -14.7% | +2.8% | -17.5% | -14.8% |
| YTD | -6.6% | +16.6% | -23.2% | -7.0% |
| 1Y | -2.1% | +21.1% | -23.1% | -2.6% |
| 3Y | +107.7% | +61.1% | +46.6% | +105.1% |
| 5Y | +116.5% | +76.6% | +39.9% | +112.9% |
| All | +216.8% | +246.5% | -29.8% | +204.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling