+308.7%
GLD vs ACWI
+330.1%
-21.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +1.2% |
| 7D | +1.9% | -4.0% | +5.9% | +2.3% |
| 30D | -1.8% | -5.8% | +4.0% | -1.1% |
| 3M | -3.6% | -5.0% | +1.4% | -3.1% |
| 6M | -10.2% | +0.7% | -10.9% | -10.2% |
| YTD | -5.3% | +8.4% | -13.7% | -5.9% |
| 1Y | +2.5% | +10.1% | -7.7% | +1.6% |
| 3Y | +103.2% | +70.8% | +32.4% | +93.7% |
| 5Y | +121.1% | +55.4% | +65.7% | +111.5% |
| 10Y | +201.9% | +223.3% | -21.4% | +172.4% |
| All | +308.7% | +330.1% | -21.4% | +205.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling