+147.7%
ASTS vs GLDM
+126.2%
+21.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.8% | -16.1% | -15.6% |
| 7D | -29.9% | +1.9% | -31.8% | -30.6% |
| 30D | -52.2% | -1.7% | -50.5% | -51.8% |
| 3M | -55.8% | -3.5% | -52.3% | -55.0% |
| 6M | -52.7% | -10.1% | -42.7% | -50.6% |
| YTD | -58.4% | -5.0% | -53.4% | -55.5% |
| 1Y | -57.1% | +2.8% | -59.9% | -54.0% |
| 3Y | +629.5% | +105.1% | +524.4% | +757.1% |
| 5Y | +147.7% | +124.3% | +23.4% | +125.3% |
| All | +147.7% | +126.2% | +21.6% | +125.3% |
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 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