+342.7%
GLD vs ACWI
+356.8%
-14.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.3% |
| 6M | -13.8% | +12.4% | -26.2% | -14.8% |
| YTD | +2.6% | +15.2% | -12.5% | +1.2% |
| 1Y | +24.5% | +22.7% | +1.8% | +22.1% |
| 3Y | +125.8% | +75.8% | +50.1% | +114.3% |
| 5Y | +137.8% | +67.7% | +70.1% | +125.6% |
| 10Y | +221.4% | +229.0% | -7.6% | +188.9% |
| All | +342.7% | +356.8% | -14.1% | +228.4% |
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