+129.7%
GLDM vs ACWI
+76.1%
+53.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | +4.4% | +0.9% | +3.5% | +4.1% |
| 3M | -1.1% | +2.4% | -3.5% | -2.0% |
| 6M | -13.7% | +12.4% | -26.0% | -17.0% |
| YTD | +2.8% | +15.2% | -12.4% | -1.6% |
| 1Y | +24.8% | +22.7% | +2.1% | +18.0% |
| All | +129.7% | +76.1% | +53.6% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling