+121.8%
GLDM vs ACM
-2.7%
+124.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +4.7% | +5.4% | -0.7% | +4.3% |
| 30D | -0.9% | +15.1% | -16.0% | -1.8% |
| 3M | -4.3% | -10.5% | +6.2% | -3.8% |
| 6M | -13.4% | -19.7% | +6.3% | -12.3% |
| YTD | -5.8% | -28.8% | +23.0% | -3.8% |
| 1Y | +2.1% | -47.9% | +49.9% | +6.2% |
| 3Y | +105.0% | -12.4% | +117.4% | +104.9% |
| All | +121.8% | -2.7% | +124.5% | +118.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling