+699.7%
GLD vs ACN
+1,321.0%
-621.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.4% | -2.8% |
| 7D | -5.5% | -5.7% | +0.3% | -5.4% |
| 30D | -7.0% | +17.0% | -24.1% | -7.2% |
| 3M | -12.4% | +39.9% | -52.2% | -12.8% |
| 6M | -18.0% | +50.2% | -68.2% | -18.6% |
| YTD | -10.5% | -4.2% | -6.3% | -10.5% |
| 1Y | -8.1% | +4.3% | -12.4% | -8.3% |
| 3Y | +97.7% | -17.1% | +114.8% | +98.0% |
| 5Y | +103.4% | -26.5% | +129.9% | +103.7% |
| 10Y | +203.1% | +147.7% | +55.4% | +197.9% |
| All | +699.7% | +1,321.0% | -621.3% | +632.8% |
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