+124.3%
GLDM vs AEIS
+98.8%
+25.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -12.2% | +13.1% | +1.5% |
| 7D | +1.9% | -22.6% | +24.4% | +3.3% |
| 30D | -1.7% | -38.7% | +37.0% | +1.0% |
| 3M | -3.5% | -43.6% | +40.1% | -0.6% |
| 6M | -10.1% | -46.2% | +36.2% | -7.6% |
| YTD | -5.0% | -11.2% | +6.2% | -4.5% |
| 1Y | +2.8% | -17.7% | +20.4% | +3.6% |
| 3Y | +105.1% | +104.1% | +1.0% | +100.3% |
| 5Y | +124.3% | +98.5% | +25.8% | +118.2% |
| All | +124.3% | +98.8% | +25.5% | +118.2% |
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