+170.6%
ACGL vs GPC
+7.9%
+162.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.1% |
| 7D | -1.1% | +0.8% | -1.9% | -1.3% |
| 30D | +13.1% | -1.1% | +14.2% | +13.4% |
| 3M | +9.8% | -6.6% | +16.4% | +11.7% |
| 6M | +15.3% | +22.2% | -7.0% | +8.5% |
| YTD | +12.7% | +5.1% | +7.7% | +9.4% |
| 1Y | +20.7% | +2.8% | +17.9% | +17.8% |
| 3Y | +34.3% | +2.4% | +31.9% | +25.9% |
| 5Y | +170.6% | +7.8% | +162.8% | +138.4% |
| All | +170.6% | +7.9% | +162.7% | +138.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling