+2.8%
GLD vs ASTS
-47.5%
+50.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.1% | +7.8% | +4.0% |
| 7D | -0.3% | -15.8% | +15.5% | +0.9% |
| 30D | -1.9% | -39.0% | +37.2% | +1.5% |
| 3M | -0.4% | -49.3% | +48.9% | +4.1% |
| 6M | -10.2% | -47.9% | +37.8% | -8.0% |
| YTD | -6.0% | -51.0% | +44.9% | -1.8% |
| 1Y | +2.8% | -49.2% | +52.0% | +7.6% |
| All | +2.8% | -47.5% | +50.3% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 1y: compounded portfolio wealth divided by compounded ASTS 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…
1y analysis · Full analysis span regression · 6 months rolling