+222.0%
GLDM vs AME
+224.2%
-2.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.9% | +6.8% | +1.1% |
| 7D | +1.9% | -11.4% | +13.3% | +2.5% |
| 30D | -1.7% | -12.1% | +10.4% | -1.1% |
| 3M | -3.5% | -12.3% | +8.8% | -3.0% |
| 6M | -10.1% | -4.6% | -5.4% | -9.9% |
| YTD | -5.0% | +9.1% | -14.2% | -5.2% |
| 1Y | +2.8% | +13.3% | -10.5% | +2.6% |
| 3Y | +105.1% | +58.2% | +46.9% | +103.0% |
| 5Y | +124.3% | +63.4% | +60.9% | +121.3% |
| All | +222.0% | +224.2% | -2.3% | +210.9% |
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