+205.0%
GLD vs ACM
+155.0%
+50.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +4.7% | +5.4% | -0.7% | +4.6% |
| 30D | -0.9% | +15.1% | -16.0% | -1.2% |
| 3M | -4.4% | -10.5% | +6.1% | -4.2% |
| 6M | -13.6% | -19.7% | +6.1% | -13.2% |
| YTD | -6.0% | -28.8% | +22.8% | -5.4% |
| 1Y | +1.8% | -47.9% | +49.6% | +3.0% |
| 3Y | +103.2% | -12.4% | +115.5% | +103.8% |
| 5Y | +119.3% | +0.6% | +118.8% | +119.6% |
| All | +205.0% | +155.0% | +50.0% | +209.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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