-2.8%
GLD vs ACN
+8.6%
-11.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -2.6% |
| 7D | +2.8% | +1.6% | +1.3% | +2.9% |
| 30D | -4.0% | +24.6% | -28.6% | -3.2% |
| 3M | -8.2% | +46.2% | -54.4% | -6.9% |
| 6M | -14.8% | +46.2% | -61.0% | -13.9% |
| YTD | -6.8% | -0.9% | -5.9% | -12.9% |
| All | -2.8% | +8.6% | -11.4% | -9.1% |
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