+132.0%
GLDM vs ACI
+31.1%
+100.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.8% |
| 7D | +5.0% | -5.9% | +10.9% | +5.1% |
| 30D | -1.3% | +7.2% | -8.5% | -1.5% |
| 3M | -4.7% | +8.8% | -13.5% | -5.0% |
| 6M | -12.4% | -17.2% | +4.8% | -12.0% |
| YTD | -4.1% | -21.3% | +17.2% | -3.5% |
| 1Y | +3.3% | -23.7% | +27.1% | +4.0% |
| 3Y | +110.9% | -32.8% | +143.8% | +113.0% |
| 5Y | +124.8% | -41.4% | +166.2% | +126.9% |
| All | +132.0% | +31.1% | +100.9% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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