-51.8%
ACHR vs GLDM
+118.3%
-170.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.9% | +6.5% | +7.4% |
| 7D | +15.3% | +5.0% | +10.4% | +12.5% |
| 30D | -3.0% | -1.3% | -1.7% | -2.3% |
| 3M | -14.0% | -4.7% | -9.3% | -12.0% |
| 6M | -25.8% | -12.4% | -13.4% | -21.3% |
| YTD | -36.0% | -4.1% | -32.0% | -34.0% |
| 1Y | -41.2% | +3.3% | -44.5% | -40.7% |
| 3Y | -8.6% | +110.9% | -119.5% | -31.9% |
| 5Y | -20.6% | +124.8% | -145.4% | -44.6% |
| All | -51.8% | +118.3% | -170.1% | -66.6% |
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