-21.4%
ACN vs GLDM
+126.2%
-147.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | +7.3% | +1.9% | +5.4% | +7.2% |
| 30D | +38.2% | -1.7% | +39.9% | +38.2% |
| 3M | +56.6% | -3.5% | +60.1% | +56.7% |
| 6M | +51.1% | -10.1% | +61.2% | +51.3% |
| YTD | +1.7% | -5.0% | +6.7% | +0.6% |
| 1Y | +10.1% | +2.8% | +7.3% | +8.0% |
| 3Y | -10.3% | +105.1% | -115.4% | -24.9% |
| 5Y | -21.4% | +124.3% | -145.7% | -43.3% |
| All | -21.4% | +126.2% | -147.6% | -43.3% |
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 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