+86.2%
AEP vs GLDM
+107.1%
-20.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.9% | -4.6% | +7.5% | +3.5% |
| 30D | +3.2% | -5.5% | +8.7% | +3.9% |
| 3M | +3.8% | -10.9% | +14.7% | +5.3% |
| 6M | +2.5% | -17.3% | +19.8% | +5.4% |
| YTD | +15.5% | -10.2% | +25.6% | +15.5% |
| 1Y | +9.6% | -6.9% | +16.5% | +8.6% |
| 3Y | +91.2% | +98.7% | -7.5% | +49.7% |
| All | +86.2% | +107.1% | -20.8% | +40.2% |
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