+121.1%
GLD vs ASTS
+138.7%
-17.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.2% | +16.0% | +1.0% |
| 7D | +1.9% | -29.9% | +31.8% | +2.3% |
| 30D | -1.8% | -52.2% | +50.4% | -0.9% |
| 3M | -3.6% | -55.8% | +52.2% | -2.7% |
| 6M | -10.2% | -52.7% | +42.5% | -9.5% |
| YTD | -5.3% | -58.4% | +53.2% | -4.3% |
| 1Y | +2.5% | -57.1% | +59.5% | +3.5% |
| 3Y | +103.2% | +629.5% | -526.3% | +108.1% |
| 5Y | +121.1% | +147.7% | -26.7% | +132.9% |
| All | +121.1% | +138.7% | -17.7% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling