+104.1%
GLD vs ACI
-42.9%
+147.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.2% |
| 7D | -4.6% | +2.3% | -6.8% | -4.7% |
| 30D | -5.5% | +1.2% | -6.7% | -5.5% |
| 3M | -10.9% | +6.8% | -17.7% | -11.2% |
| 6M | -17.4% | -18.7% | +1.3% | -16.8% |
| YTD | -10.3% | -20.2% | +9.9% | -9.6% |
| 1Y | -7.2% | -23.7% | +16.6% | -6.2% |
| 3Y | +96.9% | -31.6% | +128.6% | +100.0% |
| All | +104.1% | -42.9% | +147.0% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling