+2.1%
GLDM vs ACGL
+22.6%
-20.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -1.2% |
| 7D | +4.7% | +0.9% | +3.8% | +4.9% |
| 30D | -0.9% | +13.7% | -14.6% | +1.4% |
| 3M | -4.3% | +8.0% | -12.4% | -3.0% |
| 6M | -13.4% | +13.3% | -26.7% | -11.1% |
| YTD | -5.8% | +11.8% | -17.7% | -5.0% |
| 1Y | +2.1% | +22.2% | -20.2% | +1.3% |
| All | +2.1% | +22.6% | -20.5% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling