+104.1%
GLD vs ACGL
+173.3%
-69.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.2% |
| 7D | -4.6% | +2.2% | -6.8% | -4.5% |
| 30D | -5.5% | +12.3% | -17.8% | -5.2% |
| 3M | -10.9% | +11.8% | -22.7% | -10.6% |
| 6M | -17.4% | +17.5% | -34.9% | -17.1% |
| YTD | -10.3% | +14.3% | -24.6% | -10.0% |
| 1Y | -7.2% | +18.2% | -25.3% | -6.9% |
| 3Y | +96.9% | +33.2% | +63.8% | +98.4% |
| All | +104.1% | +173.3% | -69.2% | +109.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling