-42.7%
ACHR vs GLDM
+133.8%
-176.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -0.7% | -0.5% | -0.2% | -0.4% |
| 30D | +9.8% | +4.4% | +5.4% | +7.6% |
| 3M | -10.5% | -1.1% | -9.4% | -10.1% |
| 6M | -15.5% | -13.7% | -1.9% | -10.8% |
| YTD | -24.1% | +2.8% | -26.8% | -24.2% |
| 1Y | -32.4% | +24.8% | -57.3% | -35.6% |
| 3Y | -11.6% | +127.8% | -139.4% | -36.6% |
| 5Y | -42.9% | +141.1% | -184.0% | -61.1% |
| All | -42.7% | +133.8% | -176.6% | -61.6% |
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 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