-65.6%
AAL vs GLDM
+219.1%
-284.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +4.6% | +4.7% | -0.1% | +4.3% |
| 30D | +2.6% | -0.9% | +3.4% | +2.6% |
| 3M | -17.8% | -4.3% | -13.5% | -17.6% |
| 6M | +1.9% | -13.4% | +15.3% | +2.1% |
| YTD | -14.0% | -5.8% | -8.2% | -13.5% |
| 1Y | +0.2% | +2.1% | -1.8% | +1.1% |
| 3Y | +13.0% | +105.0% | -92.0% | +16.5% |
| 5Y | -39.6% | +122.5% | -162.1% | -38.4% |
| All | -65.6% | +219.1% | -284.6% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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