+204.7%
GLDM vs ACM
+125.4%
+79.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | +0.1% |
| 7D | -4.6% | +5.6% | -10.2% | -4.8% |
| 30D | -5.5% | +20.8% | -26.3% | -6.1% |
| 3M | -10.9% | +11.4% | -22.3% | -11.2% |
| 6M | -17.3% | +0.9% | -18.3% | -17.5% |
| YTD | -10.2% | -24.8% | +14.7% | -9.5% |
| 1Y | -6.9% | -46.4% | +39.5% | -5.4% |
| 3Y | +98.7% | -9.2% | +107.9% | +98.9% |
| 5Y | +106.7% | +5.0% | +101.8% | +106.1% |
| All | +204.7% | +125.4% | +79.3% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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