+16.7%
AAOI vs GLDM
+204.4%
-187.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.7% |
| 7D | -0.5% | -4.6% | +4.1% | +2.7% |
| 30D | -42.1% | -5.5% | -36.7% | -39.9% |
| 3M | -61.6% | -10.9% | -50.8% | -58.6% |
| 6M | -77.6% | -17.3% | -60.3% | -74.6% |
| YTD | +43.1% | -10.2% | +53.3% | +55.0% |
| 1Y | +138.6% | -6.9% | +145.5% | +153.9% |
| 3Y | +353.5% | +98.7% | +254.9% | +204.5% |
| 5Y | +720.6% | +106.7% | +613.8% | +441.5% |
| All | +16.7% | +204.4% | -187.7% | -26.6% |
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