+225.3%
GLDM vs AEHR
+2,392.1%
-2,166.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.6% | -9.8% | +1.7% |
| 7D | +5.0% | +16.2% | -11.2% | +4.6% |
| 30D | -1.3% | -29.3% | +28.0% | -0.9% |
| 3M | -4.7% | -42.0% | +37.3% | -4.1% |
| 6M | -12.4% | -38.5% | +26.1% | -12.3% |
| YTD | -4.1% | +196.2% | -200.3% | -6.0% |
| 1Y | +3.3% | +144.3% | -141.0% | +1.3% |
| 3Y | +110.9% | +158.0% | -47.1% | +105.7% |
| 5Y | +124.8% | +144.4% | -19.6% | +118.8% |
| All | +225.3% | +2,392.1% | -2,166.7% | +214.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 10y: compounded portfolio wealth divided by compounded AEHR 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…
10y analysis · Full analysis span regression · 6 months rolling