-26.5%
ACN vs GLDM
+107.5%
-134.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.4% |
| 7D | -5.7% | -5.5% | -0.2% | -5.7% |
| 30D | +17.0% | -7.0% | +24.0% | +17.1% |
| 3M | +39.9% | -12.3% | +52.2% | +40.0% |
| 6M | +50.2% | -17.9% | +68.1% | +50.4% |
| YTD | -4.2% | -10.3% | +6.1% | -5.2% |
| 1Y | +4.3% | -7.8% | +12.1% | +2.9% |
| 3Y | -17.1% | +99.5% | -116.6% | -31.1% |
| 5Y | -26.5% | +106.5% | -133.0% | -46.0% |
| All | -26.5% | +107.5% | -134.0% | -46.0% |
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