+248.5%
GLDM vs ACM
+111.8%
+136.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -0.5% | -3.7% | +3.2% | -0.4% |
| 30D | +4.4% | -11.1% | +15.5% | +4.8% |
| 3M | -1.1% | -8.0% | +6.9% | -0.9% |
| 6M | -13.7% | -29.7% | +16.0% | -12.8% |
| YTD | +2.8% | -29.4% | +32.1% | +3.8% |
| 1Y | +24.8% | -46.4% | +71.3% | +27.0% |
| 3Y | +127.8% | -22.3% | +150.2% | +129.1% |
| 5Y | +141.1% | +4.5% | +136.7% | +141.0% |
| All | +248.5% | +111.8% | +136.7% | +252.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling