+222.0%
GLDM vs AEE
+139.2%
+82.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | +1.9% | +2.4% | -0.5% | +1.7% |
| 30D | -1.7% | +10.9% | -12.6% | -2.7% |
| 3M | -3.5% | +4.3% | -7.8% | -4.0% |
| 6M | -10.1% | +2.5% | -12.5% | -10.4% |
| YTD | -5.0% | +15.3% | -20.4% | -6.5% |
| 1Y | +2.8% | +14.6% | -11.8% | +1.3% |
| 3Y | +105.1% | +57.5% | +47.6% | +95.5% |
| 5Y | +124.3% | +52.9% | +71.4% | +114.1% |
| All | +222.0% | +139.2% | +82.7% | +214.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling