+145.9%
GLDM vs ACI
-42.9%
+188.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | +4.4% | +5.9% | -1.5% | +4.2% |
| 3M | -1.1% | -19.8% | +18.7% | -0.4% |
| 6M | -13.7% | -24.7% | +11.1% | -12.9% |
| YTD | +2.8% | -24.4% | +27.2% | +3.7% |
| 1Y | +24.8% | -31.5% | +56.3% | +26.4% |
| 3Y | +127.8% | -38.7% | +166.5% | +131.5% |
| All | +145.9% | -42.9% | +188.8% | +147.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling