+217.1%
GLD vs ACM
+130.7%
+86.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -0.5% | -3.7% | +3.2% | -0.4% |
| 30D | +4.4% | -11.1% | +15.5% | +4.7% |
| 3M | -1.1% | -8.0% | +6.9% | -1.0% |
| 6M | -13.8% | -29.7% | +15.9% | -13.1% |
| YTD | +2.6% | -29.4% | +32.0% | +3.4% |
| 1Y | +24.5% | -46.4% | +70.9% | +26.1% |
| 3Y | +125.8% | -22.3% | +148.2% | +126.9% |
| 5Y | +137.8% | +4.5% | +133.3% | +138.2% |
| All | +217.1% | +130.7% | +86.5% | +225.3% |
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