+146.5%
AAOI vs GLDM
+241.3%
-94.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.6% |
| 7D | -0.2% | -2.0% | +1.8% | +1.0% |
| 30D | -23.7% | -1.5% | -22.2% | -23.1% |
| 3M | -39.0% | +3.3% | -42.3% | -40.2% |
| 6M | -17.0% | -16.2% | -0.9% | -7.6% |
| YTD | +202.2% | +0.7% | +201.5% | +202.6% |
| 1Y | +292.4% | +19.4% | +273.0% | +258.6% |
| 3Y | +804.4% | +125.5% | +678.9% | +457.3% |
| 5Y | +1,318.0% | +142.0% | +1,176.1% | +752.7% |
| All | +146.5% | +241.3% | -94.8% | +43.3% |
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