+225.3%
GLDM vs AEIS
+274.5%
-49.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.3% | -9.4% | +1.4% |
| 7D | +5.0% | +1.0% | +4.0% | +4.8% |
| 30D | -1.3% | -24.0% | +22.7% | -0.3% |
| 3M | -4.7% | -32.5% | +27.8% | -3.3% |
| 6M | -12.4% | -38.6% | +26.2% | -11.1% |
| YTD | -4.1% | +4.8% | -8.9% | -4.5% |
| 1Y | +3.3% | +1.3% | +2.0% | +3.0% |
| 3Y | +110.9% | +159.2% | -48.3% | +103.8% |
| 5Y | +124.8% | +140.8% | -16.0% | +116.8% |
| All | +225.3% | +274.5% | -49.2% | +202.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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