+124.8%
GLDM vs AME
+76.7%
+48.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +1.4% |
| 7D | +5.0% | -1.5% | +6.5% | +5.0% |
| 30D | -1.3% | -4.2% | +2.9% | -0.9% |
| 3M | -4.7% | -5.9% | +1.2% | -4.2% |
| 6M | -12.4% | +2.8% | -15.2% | -12.7% |
| YTD | -4.1% | +16.6% | -20.6% | -5.0% |
| 1Y | +3.3% | +22.1% | -18.8% | +2.2% |
| 3Y | +110.9% | +64.7% | +46.3% | +104.7% |
| 5Y | +124.8% | +76.6% | +48.2% | +114.3% |
| All | +124.8% | +76.7% | +48.1% | +114.3% |
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