+98.7%
GLDM vs AEE
+65.0%
+33.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -4.6% | +1.7% | -6.3% | -4.8% |
| 30D | -5.5% | +9.7% | -15.2% | -6.6% |
| 3M | -10.9% | +5.9% | -16.8% | -11.6% |
| 6M | -17.3% | +6.7% | -24.0% | -18.2% |
| YTD | -10.2% | +17.4% | -27.5% | -12.4% |
| 1Y | -6.9% | +12.7% | -19.6% | -8.7% |
| 3Y | +98.7% | +68.2% | +30.4% | +77.7% |
| All | +98.7% | +65.0% | +33.7% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling