+185.6%
ASTS vs GLDM
+125.5%
+60.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.7% | -7.8% | -5.8% |
| 7D | -15.8% | -0.3% | -15.5% | -15.8% |
| 30D | -39.0% | -1.9% | -37.2% | -38.5% |
| 3M | -49.3% | -0.4% | -48.9% | -49.1% |
| 6M | -47.9% | -10.1% | -37.9% | -45.5% |
| YTD | -51.0% | -5.8% | -45.1% | -47.3% |
| 1Y | -49.2% | +3.1% | -52.3% | -45.3% |
| 3Y | +760.4% | +103.4% | +657.0% | +919.1% |
| 5Y | +185.6% | +125.5% | +60.1% | +162.4% |
| All | +185.6% | +125.5% | +60.1% | +162.4% |
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