+816.6%
GLD vs ACGL
+2,305.4%
-1,488.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | -0.5% | -0.7% | +0.2% | -0.5% |
| 30D | +4.4% | -1.0% | +5.4% | +4.4% |
| 3M | -1.1% | +11.0% | -12.1% | -1.2% |
| 6M | -13.8% | -0.3% | -13.5% | -13.8% |
| YTD | +2.6% | +2.3% | +0.4% | +2.6% |
| 1Y | +24.5% | +6.4% | +18.1% | +24.3% |
| 3Y | +125.8% | +34.0% | +91.9% | +124.6% |
| 5Y | +137.8% | +161.6% | -23.8% | +133.4% |
| 10Y | +221.4% | +278.6% | -57.2% | +210.8% |
| All | +816.6% | +2,305.4% | -1,488.9% | +694.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling