+104.9%
GLDM vs ACWI
+77.2%
+27.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +2.9% |
| 7D | -0.3% | -0.5% | +0.2% | 0.0% |
| 30D | -1.9% | -1.6% | -0.2% | -1.1% |
| 3M | -0.4% | -1.3% | +0.9% | +0.3% |
| 6M | -10.1% | +5.8% | -15.9% | -11.7% |
| YTD | -5.8% | +12.7% | -18.6% | -9.3% |
| 1Y | +3.1% | +15.0% | -11.9% | -1.1% |
| All | +104.9% | +77.2% | +27.8% | +70.6% |
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 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