+146.9%
AAOI vs GLDM
+248.1%
-101.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.7% |
| 7D | -0.7% | -0.5% | -0.1% | -0.4% |
| 30D | -17.9% | +4.4% | -22.3% | -20.1% |
| 3M | -48.0% | -1.1% | -46.9% | -47.5% |
| 6M | +5.8% | -13.7% | +19.5% | +15.8% |
| YTD | +202.7% | +2.8% | +200.0% | +199.5% |
| 1Y | +352.5% | +24.8% | +327.7% | +303.6% |
| 3Y | +657.0% | +127.8% | +529.2% | +363.4% |
| 5Y | +1,267.0% | +141.1% | +1,125.8% | +718.7% |
| All | +146.9% | +248.1% | -101.3% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling