+101.1%
GLD vs ACHR
-57.3%
+158.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -10.9% | +8.1% | -2.5% |
| 7D | -5.5% | +11.9% | -17.4% | -5.8% |
| 30D | -7.0% | -2.5% | -4.5% | -7.0% |
| 3M | -12.4% | -31.2% | +18.8% | -11.7% |
| 6M | -18.0% | -32.2% | +14.2% | -17.6% |
| YTD | -10.5% | -42.4% | +32.0% | -9.8% |
| 1Y | -8.1% | -49.9% | +41.9% | -7.3% |
| 3Y | +97.7% | -12.9% | +110.6% | +95.6% |
| 5Y | +103.4% | -24.6% | +128.0% | +98.6% |
| All | +101.1% | -57.3% | +158.5% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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