+216.8%
GLDM vs AIG
+88.4%
+128.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.0% | -2.7% |
| 7D | +2.9% | +2.2% | +0.6% | +2.9% |
| 30D | -3.9% | +6.9% | -10.8% | -3.9% |
| 3M | -8.1% | +6.8% | -14.9% | -8.2% |
| 6M | -14.7% | +9.2% | -23.9% | -14.7% |
| YTD | -6.6% | -1.9% | -4.7% | -6.6% |
| 1Y | -2.1% | +9.7% | -11.7% | -2.1% |
| 3Y | +107.7% | +37.9% | +69.8% | +107.7% |
| 5Y | +116.5% | +56.8% | +59.7% | +116.8% |
| All | +216.8% | +88.4% | +128.4% | +202.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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