+119.3%
GLD vs ACI
+32.1%
+87.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -1.1% |
| 7D | -2.0% | -5.3% | +3.3% | -1.8% |
| 30D | -4.4% | +5.0% | -9.5% | -4.6% |
| 3M | -8.9% | +7.5% | -16.4% | -9.2% |
| 6M | -16.0% | -16.0% | 0.0% | -15.7% |
| YTD | -7.9% | -20.6% | +12.8% | -7.4% |
| 1Y | -3.9% | -23.5% | +19.7% | -3.2% |
| 3Y | +103.4% | -32.1% | +135.6% | +105.4% |
| 5Y | +109.7% | -42.5% | +152.2% | +111.7% |
| All | +119.3% | +32.1% | +87.1% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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