+209.1%
ASTS vs GLDM
+169.1%
+40.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.8% | -16.1% | -15.5% |
| 7D | -29.9% | +1.9% | -31.8% | -30.4% |
| 30D | -52.2% | -1.7% | -50.5% | -51.9% |
| 3M | -55.8% | -3.5% | -52.3% | -55.2% |
| 6M | -52.7% | -10.1% | -42.7% | -51.1% |
| YTD | -58.4% | -5.0% | -53.4% | -56.3% |
| 1Y | -57.1% | +2.8% | -59.9% | -54.8% |
| 3Y | +629.5% | +105.1% | +524.4% | +708.3% |
| 5Y | +147.7% | +124.3% | +23.4% | +167.9% |
| All | +209.1% | +169.1% | +40.0% | +227.9% |
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