+205.0%
GLD vs ACN
+160.5%
+44.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.8% |
| 7D | +4.7% | +0.9% | +3.8% | +4.7% |
| 30D | -0.9% | +33.5% | -34.4% | -1.4% |
| 3M | -4.4% | +53.5% | -57.9% | -5.1% |
| 6M | -13.6% | +52.2% | -65.8% | -14.2% |
| YTD | -6.0% | -0.1% | -5.9% | -6.0% |
| 1Y | +1.8% | +11.0% | -9.3% | +1.4% |
| 3Y | +103.2% | -11.8% | +115.0% | +103.5% |
| 5Y | +119.3% | -22.8% | +142.1% | +119.8% |
| All | +205.0% | +160.5% | +44.5% | +208.6% |
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