+537.8%
ASTS vs GLDM
+191.3%
+346.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +7.3% | -0.5% | +7.9% | +7.6% |
| 30D | -8.9% | +4.4% | -13.3% | -10.0% |
| 3M | -41.9% | -1.1% | -40.9% | -41.7% |
| 6M | -40.6% | -13.7% | -26.9% | -38.7% |
| YTD | -14.2% | +2.8% | -17.0% | -12.1% |
| 1Y | +48.9% | +24.8% | +24.0% | +53.7% |
| 3Y | +1,461.7% | +127.8% | +1,333.8% | +1,598.5% |
| 5Y | +404.1% | +141.1% | +263.0% | +431.6% |
| All | +537.8% | +191.3% | +346.5% | +559.2% |
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 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