+208.4%
GLD vs ACM
+133.7%
+74.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.7% |
| 7D | +2.8% | +6.6% | -3.8% | +2.6% |
| 30D | -4.0% | +19.8% | -23.7% | -4.4% |
| 3M | -8.2% | -3.1% | -5.1% | -8.2% |
| 6M | -14.8% | -11.5% | -3.3% | -14.7% |
| YTD | -6.8% | -24.7% | +17.9% | -6.3% |
| 1Y | -2.4% | -45.1% | +42.7% | -1.3% |
| 3Y | +105.8% | -8.9% | +114.6% | +106.1% |
| 5Y | +113.3% | +5.4% | +107.9% | +113.2% |
| 10Y | +208.4% | +131.1% | +77.4% | +212.4% |
| All | +208.4% | +133.7% | +74.8% | +212.4% |
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