-55.5%
ACHR vs GLDM
+114.3%
-169.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -0.8% | +15.5% | +15.1% |
| 7D | +5.7% | +4.7% | +1.1% | +3.2% |
| 30D | -4.9% | -0.9% | -4.1% | -4.5% |
| 3M | -15.1% | -4.3% | -10.8% | -13.3% |
| 6M | -30.7% | -13.4% | -17.3% | -26.2% |
| YTD | -41.0% | -5.8% | -35.1% | -38.6% |
| 1Y | -50.0% | +2.1% | -52.1% | -49.2% |
| 3Y | -17.0% | +105.0% | -122.0% | -37.4% |
| 5Y | -29.4% | +122.5% | -151.9% | -50.3% |
| All | -55.5% | +114.3% | -169.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling