-2.8%
GLD vs ACM
-45.0%
+42.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.7% |
| 7D | +2.8% | +6.6% | -3.8% | +2.3% |
| 30D | -4.0% | +19.8% | -23.7% | -5.1% |
| 3M | -8.2% | -3.1% | -5.1% | -8.3% |
| 6M | -14.8% | -11.5% | -3.3% | -14.2% |
| YTD | -6.8% | -24.7% | +17.9% | -4.0% |
| All | -2.8% | -45.0% | +42.2% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling