+8.5%
AAL vs GLDM
-3.6%
+12.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +3.4% | -2.0% | +5.4% | +4.1% |
| 30D | +11.7% | -4.4% | +16.2% | +13.0% |
| 3M | -7.8% | -8.8% | +1.1% | -5.7% |
| 6M | +10.2% | -15.9% | +26.1% | +14.1% |
| YTD | -8.0% | -7.7% | -0.3% | -8.2% |
| 1Y | +8.5% | -3.6% | +12.1% | +1.7% |
| All | +8.5% | -3.6% | +12.2% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling