+139.5%
AEP vs GLDM
+248.1%
-108.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +1.8% | -0.5% | +2.3% | +1.9% |
| 30D | -0.8% | +4.4% | -5.2% | -1.6% |
| 3M | -1.8% | -1.1% | -0.8% | -1.8% |
| 6M | -5.4% | -13.7% | +8.3% | -2.9% |
| YTD | +10.4% | +2.8% | +7.7% | +8.7% |
| 1Y | +18.2% | +24.8% | -6.7% | +10.9% |
| 3Y | +79.0% | +127.8% | -48.9% | +44.0% |
| 5Y | +64.8% | +141.1% | -76.3% | +29.9% |
| All | +139.5% | +248.1% | -108.7% | +82.7% |
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