+104.1%
GLDM vs AIG
+39.5%
+64.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -2.0% | +1.4% | -3.3% | -2.0% |
| 30D | -4.4% | +6.6% | -11.1% | -4.7% |
| 3M | -8.8% | +7.9% | -16.7% | -9.2% |
| 6M | -15.9% | +10.4% | -26.3% | -16.3% |
| YTD | -7.7% | -1.3% | -6.4% | -7.8% |
| 1Y | -3.6% | +11.5% | -15.1% | -4.2% |
| All | +104.1% | +39.5% | +64.6% | +100.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling