+96.9%
GLD vs ACN
-16.0%
+112.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.2% |
| 7D | -4.6% | -3.8% | -0.7% | -4.7% |
| 30D | -5.5% | +16.5% | -22.0% | -5.2% |
| 3M | -10.9% | +41.5% | -52.4% | -10.2% |
| 6M | -17.4% | +60.1% | -77.5% | -16.3% |
| YTD | -10.3% | -3.9% | -6.4% | -10.9% |
| 1Y | -7.2% | +4.1% | -11.3% | -7.8% |
| 3Y | +96.9% | -15.9% | +112.8% | +92.2% |
| All | +96.9% | -16.0% | +112.9% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling