+164.7%
ACGL vs GAP
+5.0%
+159.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.2% | -2.8% |
| 7D | +0.9% | -3.8% | +4.6% | +1.1% |
| 30D | +13.7% | -9.0% | +22.8% | +14.2% |
| 3M | +8.0% | +5.5% | +2.6% | +7.6% |
| 6M | +13.3% | -11.1% | +24.4% | +13.6% |
| YTD | +11.8% | -13.6% | +25.4% | +12.2% |
| 1Y | +22.2% | -2.9% | +25.1% | +21.9% |
| 3Y | +32.5% | +69.6% | -37.1% | +24.5% |
| All | +164.7% | +5.0% | +159.7% | +148.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling