+149.8%
AEP vs GLDM
+204.0%
-54.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.2% |
| 7D | +2.5% | -5.5% | +8.0% | +3.3% |
| 30D | +3.4% | -7.0% | +10.4% | +4.5% |
| 3M | +4.2% | -12.3% | +16.5% | +6.2% |
| 6M | -0.8% | -17.9% | +17.1% | +2.3% |
| YTD | +15.2% | -10.3% | +25.5% | +15.8% |
| 1Y | +8.3% | -7.8% | +16.1% | +8.1% |
| 3Y | +84.2% | +99.5% | -15.3% | +51.2% |
| 5Y | +87.8% | +106.5% | -18.7% | +51.6% |
| All | +149.8% | +204.0% | -54.1% | +94.6% |
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