+2.8%
GLD vs ACN
+10.1%
-7.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.1% | +3.8% |
| 7D | -0.3% | +8.6% | -8.8% | 0.0% |
| 30D | -1.9% | +36.6% | -38.4% | -0.9% |
| 3M | -0.4% | +56.3% | -56.8% | +1.3% |
| 6M | -10.2% | +49.7% | -59.9% | -9.1% |
| YTD | -6.0% | +1.3% | -7.3% | -11.5% |
| 1Y | +2.8% | +11.9% | -9.1% | -3.0% |
| All | +2.8% | +10.1% | -7.3% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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