+127.8%
GLDM vs ACI
+29.9%
+97.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.7% |
| 7D | +4.7% | -2.2% | +6.9% | +4.7% |
| 30D | -0.9% | +10.3% | -11.2% | -1.2% |
| 3M | -4.3% | +7.2% | -11.5% | -4.5% |
| 6M | -13.4% | -18.0% | +4.6% | -13.0% |
| YTD | -5.8% | -22.0% | +16.2% | -5.3% |
| 1Y | +2.1% | -23.4% | +25.4% | +2.7% |
| 3Y | +105.0% | -35.8% | +140.9% | +107.3% |
| 5Y | +122.5% | -43.7% | +166.2% | +124.7% |
| All | +127.8% | +29.9% | +97.9% | +123.8% |
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