-59.6%
ACHR vs GLDM
+104.4%
-164.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.1% | -7.0% |
| 7D | -9.2% | -4.6% | -4.6% | -6.9% |
| 30D | -1.0% | -5.5% | +4.5% | +1.9% |
| 3M | -42.2% | -10.9% | -31.3% | -38.7% |
| 6M | -38.2% | -17.3% | -20.9% | -32.4% |
| YTD | -46.4% | -10.2% | -36.3% | -42.8% |
| 1Y | -49.4% | -6.9% | -42.4% | -46.6% |
| 3Y | -22.5% | +98.7% | -121.2% | -40.5% |
| 5Y | -29.8% | +106.7% | -136.5% | -49.5% |
| All | -59.6% | +104.4% | -164.0% | -71.0% |
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