+248.5%
GLDM vs ACGL
+288.0%
-39.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.9% |
| 7D | -0.5% | -0.7% | +0.2% | -0.5% |
| 30D | +4.4% | -1.0% | +5.4% | +4.4% |
| 3M | -1.1% | +11.0% | -12.1% | -1.1% |
| 6M | -13.7% | -0.3% | -13.3% | -13.7% |
| YTD | +2.8% | +2.3% | +0.5% | +2.8% |
| 1Y | +24.8% | +6.4% | +18.5% | +24.8% |
| 3Y | +127.8% | +34.0% | +93.8% | +127.6% |
| 5Y | +141.1% | +161.6% | -20.5% | +139.9% |
| All | +248.5% | +288.0% | -39.5% | +245.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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