+222.0%
GLDM vs AIG
+85.2%
+136.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | +1.9% | -0.6% | +2.5% | +1.9% |
| 30D | -1.7% | +7.7% | -9.4% | -1.7% |
| 3M | -3.5% | +1.7% | -5.2% | -3.6% |
| 6M | -10.1% | +4.5% | -14.6% | -10.1% |
| YTD | -5.0% | -3.6% | -1.5% | -5.1% |
| 1Y | +2.8% | +8.7% | -5.9% | +2.7% |
| 3Y | +105.1% | +35.7% | +69.4% | +105.1% |
| 5Y | +124.3% | +53.9% | +70.4% | +124.7% |
| All | +222.0% | +85.2% | +136.7% | +207.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling