+212.2%
GLD vs ACM
+147.1%
+65.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.2% | -3.3% | +1.7% |
| 7D | +4.9% | +6.9% | -2.0% | +4.8% |
| 30D | -1.3% | +19.1% | -20.4% | -1.8% |
| 3M | -4.8% | -6.9% | +2.2% | -4.7% |
| 6M | -12.5% | -12.0% | -0.5% | -12.3% |
| YTD | -4.2% | -25.1% | +20.9% | -3.7% |
| 1Y | +3.0% | -45.4% | +48.5% | +4.2% |
| 3Y | +109.1% | -6.9% | +116.0% | +109.5% |
| 5Y | +121.6% | +3.7% | +117.8% | +121.6% |
| 10Y | +212.2% | +135.8% | +76.4% | +217.2% |
| All | +212.2% | +147.1% | +65.1% | +217.2% |
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