+216.8%
GLDM vs AEIS
+278.6%
-61.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.7% |
| 7D | +2.9% | -6.9% | +9.8% | +3.1% |
| 30D | -3.9% | -23.2% | +19.3% | -3.0% |
| 3M | -8.1% | -29.5% | +21.4% | -7.0% |
| 6M | -14.7% | -37.9% | +23.2% | -13.5% |
| YTD | -6.6% | +6.0% | -12.6% | -7.0% |
| 1Y | -2.1% | +1.2% | -3.3% | -2.4% |
| 3Y | +107.7% | +150.0% | -42.3% | +100.8% |
| 5Y | +116.5% | +141.9% | -25.4% | +108.7% |
| All | +216.8% | +278.6% | -61.8% | +194.1% |
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