+124.3%
GLDM vs ACM
+1.8%
+122.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.4% |
| 3M | -3.5% | -10.5% | +6.9% | -3.0% |
| 6M | -10.1% | -20.4% | +10.3% | -8.9% |
| YTD | -5.0% | -28.9% | +23.8% | -3.1% |
| 1Y | +2.8% | -48.7% | +51.5% | +7.0% |
| 3Y | +105.1% | -12.5% | +117.6% | +105.0% |
| 5Y | +124.3% | +0.5% | +123.8% | +121.2% |
| All | +124.3% | +1.8% | +122.5% | +121.2% |
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 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