+128.6%
GLD vs ACHR
-45.8%
+174.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.7% | +6.6% | +1.0% |
| 7D | +0.1% | -2.7% | +2.8% | +0.2% |
| 30D | +0.2% | -12.1% | +12.3% | +0.4% |
| 3M | +3.2% | +3.4% | -0.2% | +2.9% |
| 6M | -14.6% | -15.6% | +1.0% | -14.6% |
| YTD | +1.8% | -26.9% | +28.6% | +2.0% |
| 1Y | +20.7% | -34.8% | +55.5% | +21.1% |
| 3Y | +126.5% | -19.2% | +145.7% | +123.9% |
| 5Y | +140.0% | -43.8% | +183.8% | +133.1% |
| All | +128.6% | -45.8% | +174.4% | +123.0% |
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