+86.9%
AEP vs GLDM
+112.9%
-26.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +0.7% | -2.0% | +2.7% | +1.0% |
| 30D | +4.8% | -4.4% | +9.2% | +5.4% |
| 3M | +5.4% | -8.8% | +14.2% | +6.6% |
| 6M | +0.4% | -15.9% | +16.3% | +3.0% |
| YTD | +15.5% | -7.7% | +23.2% | +15.1% |
| 1Y | +8.5% | -3.6% | +12.1% | +7.0% |
| 3Y | +84.6% | +105.2% | -20.6% | +43.9% |
| 5Y | +86.9% | +112.8% | -25.9% | +39.8% |
| All | +86.9% | +112.9% | -26.0% | +39.8% |
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 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