+211.8%
GLD vs ACN
+150.4%
+61.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -1.1% |
| 7D | -2.0% | -4.0% | +2.0% | -1.9% |
| 30D | -4.4% | +19.0% | -23.4% | -4.7% |
| 3M | -8.9% | +42.2% | -51.1% | -9.5% |
| 6M | -16.0% | +50.1% | -66.1% | -16.6% |
| YTD | -7.9% | -2.7% | -5.1% | -7.9% |
| 1Y | -3.9% | +7.6% | -11.5% | -4.2% |
| 3Y | +103.4% | -15.9% | +119.3% | +104.0% |
| 5Y | +109.7% | -24.4% | +134.1% | +110.2% |
| 10Y | +211.8% | +151.4% | +60.5% | +215.5% |
| All | +211.8% | +150.4% | +61.5% | +215.5% |
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