-56.6%
ACHR vs GLDM
+104.2%
-160.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -2.8% | -8.1% | -9.5% |
| 7D | +11.9% | -5.5% | +17.4% | +15.2% |
| 30D | -2.5% | -7.0% | +4.5% | +1.2% |
| 3M | -31.2% | -12.3% | -18.9% | -26.6% |
| 6M | -32.2% | -17.9% | -14.3% | -25.7% |
| YTD | -42.4% | -10.3% | -32.1% | -38.5% |
| 1Y | -49.9% | -7.8% | -42.2% | -47.0% |
| 3Y | -12.9% | +99.5% | -112.4% | -33.2% |
| 5Y | -24.6% | +106.5% | -131.0% | -45.7% |
| All | -56.6% | +104.2% | -160.7% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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