+213.3%
GLD vs ACN
+85.2%
+128.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.7% |
| 7D | +0.7% | -4.8% | +5.6% | +0.8% |
| 30D | +0.3% | +1.9% | -1.6% | +0.3% |
| 3M | +0.6% | +3.9% | -3.3% | +0.6% |
| 6M | -15.6% | -15.0% | -0.6% | -15.4% |
| YTD | +0.9% | -31.9% | +32.8% | +1.5% |
| 1Y | +19.4% | -28.5% | +47.9% | +19.9% |
| 3Y | +124.5% | -41.9% | +166.4% | +126.7% |
| 5Y | +138.9% | -42.9% | +181.8% | +140.4% |
| 10Y | +213.3% | +88.7% | +124.6% | +209.4% |
| All | +213.3% | +85.2% | +128.1% | +209.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling