+272.2%
ACGL vs GPC
+83.6%
+188.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.2% |
| 7D | -0.7% | +1.2% | -1.9% | -1.3% |
| 30D | -1.0% | +6.0% | -7.0% | -3.6% |
| 3M | +11.0% | +42.6% | -31.6% | -6.1% |
| 6M | -0.3% | +22.8% | -23.1% | -10.2% |
| YTD | +2.3% | +15.5% | -13.2% | -6.5% |
| 1Y | +6.4% | +2.0% | +4.3% | +2.9% |
| 3Y | +34.0% | -1.4% | +35.4% | +25.8% |
| 5Y | +161.6% | +30.6% | +131.0% | +104.0% |
| All | +272.2% | +83.6% | +188.6% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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