+219.4%
GLDM vs ACGL
+324.3%
-104.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.8% |
| 7D | +4.7% | +0.9% | +3.8% | +4.7% |
| 30D | -0.9% | +13.7% | -14.6% | -0.8% |
| 3M | -4.3% | +8.0% | -12.4% | -4.3% |
| 6M | -13.4% | +13.3% | -26.7% | -13.3% |
| YTD | -5.8% | +11.8% | -17.7% | -5.8% |
| 1Y | +2.1% | +22.2% | -20.2% | +2.1% |
| 3Y | +105.0% | +32.5% | +72.5% | +105.1% |
| 5Y | +122.5% | +160.2% | -37.7% | +121.6% |
| All | +219.4% | +324.3% | -104.9% | +216.7% |
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