+148.9%
GLD vs ASTS
+253.1%
-104.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.8% | +3.0% | -2.7% |
| 7D | -5.5% | +14.2% | -19.7% | -5.6% |
| 30D | -7.0% | -26.7% | +19.7% | -6.7% |
| 3M | -12.4% | -53.6% | +41.2% | -11.7% |
| 6M | -18.0% | -52.7% | +34.7% | -17.5% |
| YTD | -10.5% | -52.5% | +42.0% | -9.8% |
| 1Y | -8.1% | -46.5% | +38.4% | -7.4% |
| 3Y | +97.7% | +700.5% | -602.8% | +101.3% |
| 5Y | +103.4% | +168.5% | -65.0% | +108.1% |
| All | +148.9% | +253.1% | -104.2% | +143.6% |
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 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