+746.1%
GLD vs ACGL
+2,611.2%
-1,865.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +1.9% | +6.4% | -4.5% | +1.8% |
| 30D | -1.8% | +16.6% | -18.4% | -1.9% |
| 3M | -3.6% | +11.6% | -15.2% | -3.7% |
| 6M | -10.2% | +17.5% | -27.7% | -10.4% |
| YTD | -5.3% | +15.3% | -20.5% | -5.4% |
| 1Y | +2.5% | +26.3% | -23.8% | +2.1% |
| 3Y | +103.2% | +35.9% | +67.3% | +102.2% |
| 5Y | +121.1% | +168.2% | -47.1% | +117.1% |
| 10Y | +201.9% | +352.0% | -150.1% | +191.1% |
| All | +746.1% | +2,611.2% | -1,865.1% | +632.0% |
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