+204.7%
GLDM vs AIG
+89.7%
+115.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -4.6% | +6.6% | -11.2% | -4.6% |
| 30D | -5.5% | +7.0% | -12.5% | -5.5% |
| 3M | -10.9% | +9.7% | -20.6% | -10.9% |
| 6M | -17.3% | +10.8% | -28.1% | -17.4% |
| YTD | -10.2% | -1.3% | -8.9% | -10.2% |
| 1Y | -6.9% | +8.4% | -15.3% | -7.0% |
| 3Y | +98.7% | +39.0% | +59.7% | +98.7% |
| 5Y | +106.7% | +59.6% | +47.1% | +107.0% |
| All | +204.7% | +89.7% | +115.0% | +190.7% |
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