+145.9%
GLDM vs AEE
+40.8%
+105.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -0.5% | +0.3% | -0.9% | -0.6% |
| 30D | +4.4% | -2.3% | +6.7% | +4.7% |
| 3M | -1.1% | +0.2% | -1.3% | -1.3% |
| 6M | -13.7% | -4.7% | -8.9% | -13.2% |
| YTD | +2.8% | +8.1% | -5.3% | +1.3% |
| 1Y | +24.8% | +8.5% | +16.3% | +23.0% |
| 3Y | +127.8% | +48.9% | +78.9% | +112.6% |
| All | +145.9% | +40.8% | +105.1% | +130.0% |
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