+2.8%
GLDM vs ACM
-48.3%
+51.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.0% |
| 7D | +1.9% | +5.1% | -3.2% | +1.6% |
| 30D | -1.7% | +11.5% | -13.2% | -2.3% |
| 3M | -3.5% | -10.5% | +6.9% | -3.0% |
| 6M | -10.1% | -20.4% | +10.3% | -8.6% |
| YTD | -5.0% | -28.9% | +23.8% | -1.8% |
| 1Y | +2.8% | -48.7% | +51.5% | +6.9% |
| All | +2.8% | -48.3% | +51.1% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling