-20.8%
ACHR vs GLDM
+116.0%
-136.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.6% | -0.6% |
| 7D | +14.0% | +2.9% | +11.2% | +12.2% |
| 30D | -5.0% | -3.9% | -1.1% | -2.9% |
| 3M | -24.8% | -8.1% | -16.6% | -21.3% |
| 6M | -27.3% | -14.7% | -12.6% | -21.3% |
| YTD | -37.4% | -6.6% | -30.8% | -34.4% |
| 1Y | -44.3% | -2.1% | -42.2% | -42.7% |
| 3Y | -5.2% | +107.7% | -112.9% | -36.7% |
| 5Y | -20.8% | +116.5% | -137.3% | -53.0% |
| All | -20.8% | +116.0% | -136.8% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling