+222.0%
GLDM vs ACGL
+337.3%
-115.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +1.9% | +6.4% | -4.5% | +1.9% |
| 30D | -1.7% | +16.6% | -18.3% | -1.6% |
| 3M | -3.5% | +11.6% | -15.1% | -3.5% |
| 6M | -10.1% | +17.5% | -27.5% | -10.0% |
| YTD | -5.0% | +15.3% | -20.3% | -5.0% |
| 1Y | +2.8% | +26.3% | -23.5% | +2.8% |
| 3Y | +105.1% | +35.9% | +69.2% | +105.2% |
| 5Y | +124.3% | +168.2% | -43.9% | +123.4% |
| All | +222.0% | +337.3% | -115.3% | +219.3% |
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