+216.0%
GLD vs ACWI
+228.2%
-12.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.5% | +0.5% | -1.0% | -0.6% |
| 30D | +4.4% | +0.9% | +3.5% | +4.3% |
| 3M | -1.1% | +2.4% | -3.5% | -1.5% |
| 6M | -13.8% | +12.4% | -26.2% | -15.3% |
| YTD | +2.6% | +15.2% | -12.5% | +0.6% |
| 1Y | +24.5% | +22.7% | +1.8% | +21.1% |
| 3Y | +125.8% | +75.8% | +50.1% | +110.3% |
| 5Y | +137.8% | +67.7% | +70.1% | +120.7% |
| All | +216.0% | +228.2% | -12.2% | +178.9% |
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