+208.4%
GLD vs ACWI
+220.7%
-12.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | +2.8% | -0.2% | +3.0% | +2.8% |
| 30D | -4.0% | -3.3% | -0.7% | -3.4% |
| 3M | -8.2% | -3.4% | -4.8% | -7.7% |
| 6M | -14.8% | +0.8% | -15.7% | -14.9% |
| YTD | -6.8% | +10.7% | -17.5% | -8.0% |
| 1Y | -2.4% | +11.6% | -14.0% | -3.8% |
| 3Y | +105.8% | +73.4% | +32.4% | +92.5% |
| 5Y | +113.3% | +60.2% | +53.1% | +99.4% |
| 10Y | +208.4% | +221.6% | -13.1% | +163.5% |
| All | +208.4% | +220.7% | -12.3% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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