+112.8%
GLDM vs AEE
+56.1%
+56.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.7% |
| 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% | -9.9% |
| 1Y | -3.6% | +10.8% | -14.3% | -5.3% |
| 3Y | +105.2% | +62.8% | +42.4% | +89.0% |
| 5Y | +112.8% | +56.1% | +56.7% | +99.3% |
| All | +112.8% | +56.1% | +56.7% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling