+122.4%
GLDM vs ACI
-39.5%
+161.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.1% | +3.5% |
| 7D | -0.3% | +4.5% | -4.8% | -0.4% |
| 30D | -1.9% | +20.9% | -22.7% | -2.6% |
| 3M | -0.4% | +15.2% | -15.6% | -1.0% |
| 6M | -10.1% | -13.3% | +3.2% | -9.6% |
| YTD | -5.8% | -16.2% | +10.3% | -5.3% |
| 1Y | +3.1% | -16.9% | +20.0% | +3.8% |
| 3Y | +103.4% | -30.8% | +134.2% | +106.4% |
| All | +122.4% | -39.5% | +161.9% | +124.0% |
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