+143.8%
AEP vs GLDM
+221.7%
-77.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.8% | -2.0% |
| 7D | -2.0% | +1.9% | -3.9% | -2.3% |
| 30D | +4.2% | -1.7% | +5.9% | +4.4% |
| 3M | +1.0% | -3.5% | +4.5% | +1.4% |
| 6M | -6.1% | -10.1% | +4.0% | -4.6% |
| YTD | +12.5% | -5.0% | +17.5% | +12.0% |
| 1Y | +9.1% | +2.8% | +6.4% | +6.7% |
| 3Y | +77.2% | +105.1% | -27.9% | +45.3% |
| 5Y | +78.4% | +124.3% | -45.9% | +42.1% |
| All | +143.8% | +221.7% | -77.8% | +88.3% |
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