+35.5%
ACN vs GLDM
+248.1%
-212.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.3% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | +9.4% | +4.4% | +5.0% | +9.2% |
| 3M | +5.6% | -1.1% | +6.7% | +5.8% |
| 6M | -9.3% | -13.7% | +4.4% | -8.5% |
| YTD | -29.0% | +2.8% | -31.7% | -29.7% |
| 1Y | -24.7% | +24.8% | -49.5% | -27.5% |
| 3Y | -39.8% | +127.8% | -167.6% | -48.0% |
| 5Y | -40.9% | +141.1% | -182.1% | -50.3% |
| All | +35.5% | +248.1% | -212.6% | +28.2% |
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