+225.3%
GLDM vs AEE
+141.8%
+83.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +1.8% |
| 7D | +5.0% | +2.3% | +2.6% | +4.7% |
| 30D | -1.3% | +11.6% | -12.9% | -2.4% |
| 3M | -4.7% | +5.5% | -10.2% | -5.2% |
| 6M | -12.4% | +6.0% | -18.4% | -13.0% |
| YTD | -4.1% | +16.6% | -20.6% | -5.6% |
| 1Y | +3.3% | +12.1% | -8.7% | +2.0% |
| 3Y | +110.9% | +64.2% | +46.7% | +100.3% |
| 5Y | +124.8% | +59.1% | +65.7% | +114.0% |
| All | +225.3% | +141.8% | +83.5% | +217.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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