+516.3%
GLD vs ACM
+230.8%
+285.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 6M | -13.8% | -29.7% | +15.9% | -13.0% |
| YTD | +2.6% | -29.4% | +32.0% | +3.5% |
| 1Y | +24.5% | -46.4% | +70.9% | +26.5% |
| 3Y | +125.8% | -22.3% | +148.2% | +126.9% |
| 5Y | +137.8% | +4.5% | +133.3% | +136.8% |
| 10Y | +221.4% | +127.6% | +93.7% | +212.0% |
| All | +516.3% | +230.8% | +285.5% | +468.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling