+121.8%
GLDM vs AEE
+52.8%
+68.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +4.7% | +2.1% | +2.6% | +4.4% |
| 30D | -0.9% | +11.4% | -12.2% | -2.4% |
| 3M | -4.3% | +5.0% | -9.3% | -5.0% |
| 6M | -13.4% | +4.4% | -17.8% | -14.1% |
| YTD | -5.8% | +15.4% | -21.2% | -8.0% |
| 1Y | +2.1% | +13.8% | -11.7% | -0.2% |
| 3Y | +105.0% | +58.0% | +47.0% | +89.6% |
| All | +121.8% | +52.8% | +68.9% | +107.1% |
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