+83.3%
ACN vs GLDM
+204.4%
-121.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -3.8% | -4.6% | +0.8% | -3.7% |
| 30D | +16.5% | -5.5% | +22.0% | +16.7% |
| 3M | +41.5% | -10.9% | +52.3% | +42.1% |
| 6M | +60.1% | -17.3% | +77.4% | +61.3% |
| YTD | -3.9% | -10.2% | +6.2% | -4.5% |
| 1Y | +4.1% | -6.9% | +11.0% | +3.1% |
| 3Y | -15.9% | +98.7% | -114.5% | -26.8% |
| 5Y | -26.3% | +106.7% | -133.1% | -37.5% |
| All | +83.3% | +204.4% | -121.1% | +74.3% |
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