+211.8%
GLD vs ACGL
+329.5%
-117.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -2.0% | -1.4% | -0.6% | -2.0% |
| 30D | -4.4% | +12.4% | -16.8% | -4.4% |
| 3M | -8.9% | +11.1% | -20.0% | -8.9% |
| 6M | -16.0% | +16.3% | -32.3% | -15.9% |
| YTD | -7.9% | +13.8% | -21.7% | -7.8% |
| 1Y | -3.9% | +20.4% | -24.3% | -3.9% |
| 3Y | +103.4% | +33.6% | +69.9% | +103.5% |
| 5Y | +109.7% | +176.8% | -67.1% | +108.9% |
| 10Y | +211.8% | +324.6% | -112.7% | +225.7% |
| All | +211.8% | +329.5% | -117.6% | +225.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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