+330.6%
ACGL vs GAP
+20.3%
+310.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.2% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | +13.1% | -4.3% | +17.4% | +13.8% |
| 3M | +9.8% | +9.4% | +0.4% | +7.8% |
| 6M | +15.3% | -3.3% | +18.6% | +14.7% |
| YTD | +12.7% | -10.5% | +23.3% | +12.9% |
| 1Y | +20.7% | -2.4% | +23.1% | +19.0% |
| 3Y | +34.3% | +80.1% | -45.8% | +9.7% |
| 5Y | +170.6% | +6.5% | +164.1% | +135.0% |
| 10Y | +330.6% | +14.6% | +316.0% | +181.8% |
| All | +330.6% | +20.3% | +310.3% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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