+219.4%
GLDM vs ACWI
+147.2%
+72.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +4.7% | -2.4% | +7.0% | +5.1% |
| 30D | -0.9% | -5.2% | +4.3% | +0.1% |
| 3M | -4.3% | -4.8% | +0.5% | -3.4% |
| 6M | -13.4% | -1.3% | -12.1% | -13.1% |
| YTD | -5.8% | +8.4% | -14.2% | -6.7% |
| 1Y | +2.1% | +11.0% | -9.0% | +0.8% |
| 3Y | +105.0% | +70.6% | +34.5% | +92.6% |
| 5Y | +122.5% | +55.3% | +67.2% | +109.1% |
| All | +219.4% | +147.2% | +72.2% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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