-40.7%
AAL vs GLDM
+126.2%
-166.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.8% | -6.0% | -5.2% |
| 7D | +1.2% | +1.9% | -0.7% | +1.0% |
| 30D | -0.5% | -1.7% | +1.1% | -0.5% |
| 3M | -22.0% | -3.5% | -18.5% | -21.9% |
| 6M | +4.5% | -10.1% | +14.6% | +4.6% |
| YTD | -15.7% | -5.0% | -10.6% | -14.9% |
| 1Y | -3.7% | +2.8% | -6.4% | -2.1% |
| 3Y | +7.9% | +105.1% | -97.2% | +17.9% |
| 5Y | -40.7% | +124.3% | -165.0% | -38.1% |
| All | -40.7% | +126.2% | -166.9% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling