+124.3%
GLDM vs AME
+62.5%
+61.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.9% | +6.8% | +1.4% |
| 7D | +1.9% | -11.4% | +13.3% | +3.1% |
| 30D | -1.7% | -12.1% | +10.4% | -0.4% |
| 3M | -3.5% | -12.3% | +8.8% | -2.4% |
| 6M | -10.1% | -4.6% | -5.4% | -9.7% |
| YTD | -5.0% | +9.1% | -14.2% | -5.3% |
| 1Y | +2.8% | +13.3% | -10.5% | +2.3% |
| 3Y | +105.1% | +58.2% | +46.9% | +100.0% |
| 5Y | +124.3% | +63.4% | +60.9% | +115.3% |
| All | +124.3% | +62.5% | +61.7% | +115.3% |
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