+816.6%
GLD vs ACN
+953.1%
-136.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.8% |
| 7D | -0.5% | -1.5% | +1.0% | -0.5% |
| 30D | +4.4% | +9.4% | -5.0% | +4.3% |
| 3M | -1.1% | +5.6% | -6.7% | -1.2% |
| 6M | -13.8% | -9.3% | -4.5% | -13.7% |
| YTD | +2.6% | -29.0% | +31.6% | +3.1% |
| 1Y | +24.5% | -24.7% | +49.2% | +24.8% |
| 3Y | +125.8% | -39.8% | +165.7% | +127.3% |
| 5Y | +137.8% | -40.9% | +178.7% | +138.9% |
| 10Y | +221.4% | +91.1% | +130.3% | +217.2% |
| All | +816.6% | +953.1% | -136.5% | +744.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling