+125.9%
GLDM vs ACI
+34.0%
+92.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -2.7% |
| 7D | +2.9% | -0.6% | +3.5% | +2.9% |
| 30D | -3.9% | +9.5% | -13.5% | -4.2% |
| 3M | -8.1% | +10.1% | -18.2% | -8.4% |
| 6M | -14.7% | -15.4% | +0.7% | -14.4% |
| YTD | -6.6% | -19.5% | +13.0% | -6.1% |
| 1Y | -2.1% | -21.0% | +18.9% | -1.5% |
| 3Y | +107.7% | -31.2% | +138.9% | +109.6% |
| 5Y | +116.5% | -40.6% | +157.1% | +118.4% |
| All | +125.9% | +34.0% | +92.0% | +121.8% |
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