+129.6%
GLDM vs ACI
+34.5%
+95.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.5% | +0.9% |
| 7D | +1.9% | +3.5% | -1.6% | +1.8% |
| 30D | -1.7% | +16.8% | -18.4% | -2.1% |
| 3M | -3.5% | +13.1% | -16.7% | -3.9% |
| 6M | -10.1% | -15.6% | +5.6% | -9.7% |
| YTD | -5.0% | -19.2% | +14.2% | -4.6% |
| 1Y | +2.8% | -20.7% | +23.5% | +3.3% |
| 3Y | +105.1% | -33.4% | +138.5% | +107.2% |
| 5Y | +124.3% | -41.7% | +166.0% | +126.3% |
| All | +129.6% | +34.5% | +95.2% | +125.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling