+123.7%
GLD vs ACI
+29.9%
+93.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.7% |
| 7D | +4.7% | -2.2% | +6.9% | +4.8% |
| 30D | -0.9% | +10.3% | -11.2% | -1.2% |
| 3M | -4.4% | +7.2% | -11.6% | -4.6% |
| 6M | -13.6% | -18.0% | +4.4% | -13.2% |
| YTD | -6.0% | -22.0% | +16.0% | -5.5% |
| 1Y | +1.8% | -23.4% | +25.1% | +2.4% |
| 3Y | +103.2% | -35.8% | +139.0% | +105.4% |
| 5Y | +119.3% | -43.7% | +163.0% | +121.5% |
| All | +123.7% | +29.9% | +93.8% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling