+118.6%
GLD vs ACHR
-31.8%
+150.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.7% | -15.5% | -1.2% |
| 7D | +4.7% | +5.7% | -1.0% | +4.5% |
| 30D | -0.9% | -4.9% | +4.0% | -0.8% |
| 3M | -4.4% | -15.1% | +10.7% | -4.1% |
| 6M | -13.6% | -30.7% | +17.2% | -13.1% |
| YTD | -6.0% | -41.0% | +35.0% | -5.3% |
| 1Y | +1.8% | -50.0% | +51.8% | +2.7% |
| 3Y | +103.2% | -17.0% | +120.2% | +100.8% |
| All | +118.6% | -31.8% | +150.3% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling