+104.1%
GLDM vs AEE
+62.8%
+41.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -2.0% | +0.2% | -2.1% | -2.0% |
| 30D | -4.4% | +9.7% | -14.2% | -5.6% |
| 3M | -8.8% | +5.8% | -14.7% | -9.6% |
| 6M | -15.9% | +4.5% | -20.3% | -16.5% |
| YTD | -7.7% | +15.8% | -23.5% | -9.8% |
| 1Y | -3.6% | +10.8% | -14.3% | -5.2% |
| All | +104.1% | +62.8% | +41.3% | +82.9% |
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