+205.0%
GLD vs ACGL
+337.7%
-132.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.8% |
| 7D | +4.7% | +0.9% | +3.8% | +4.7% |
| 30D | -0.9% | +13.7% | -14.6% | -0.8% |
| 3M | -4.4% | +8.0% | -12.4% | -4.4% |
| 6M | -13.6% | +13.3% | -26.8% | -13.5% |
| YTD | -6.0% | +11.8% | -17.8% | -6.0% |
| 1Y | +1.8% | +22.2% | -20.5% | +1.8% |
| 3Y | +103.2% | +32.5% | +70.7% | +103.2% |
| 5Y | +119.3% | +160.2% | -40.9% | +118.7% |
| All | +205.0% | +337.7% | -132.7% | +249.3% |
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