+161.3%
GLD vs ASTS
+230.9%
-69.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -7.8% | -0.9% |
| 7D | +4.7% | -21.1% | +25.8% | +5.0% |
| 30D | -0.9% | -46.7% | +45.8% | -0.2% |
| 3M | -4.4% | -52.0% | +47.6% | -3.7% |
| 6M | -13.6% | -54.3% | +40.7% | -13.0% |
| YTD | -6.0% | -55.5% | +49.5% | -5.2% |
| 1Y | +1.8% | -50.5% | +52.2% | +2.6% |
| 3Y | +103.2% | +706.2% | -603.1% | +107.1% |
| 5Y | +119.3% | +165.2% | -45.9% | +124.6% |
| All | +161.3% | +230.9% | -69.6% | +156.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling