+107.0%
GLDM vs AEIS
+142.3%
-35.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.4% |
| 7D | -4.6% | +11.5% | -16.1% | -5.2% |
| 30D | -5.5% | -15.8% | +10.3% | -4.7% |
| 3M | -10.9% | -33.3% | +22.4% | -9.1% |
| 6M | -17.3% | -35.2% | +17.9% | -16.0% |
| YTD | -10.2% | +5.0% | -15.2% | -10.6% |
| 1Y | -6.9% | +8.5% | -15.4% | -7.5% |
| 3Y | +98.7% | +152.9% | -54.2% | +91.9% |
| All | +107.0% | +142.3% | -35.4% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling