+4,824.8%
ACGL vs GPC
+1,185.5%
+3,639.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | +6.4% | +1.7% | +4.7% | +5.7% |
| 30D | +16.6% | -2.3% | +18.9% | +17.5% |
| 3M | +11.6% | -4.5% | +16.1% | +13.2% |
| 6M | +17.5% | +21.6% | -4.1% | +8.4% |
| YTD | +15.3% | +4.0% | +11.2% | +11.4% |
| 1Y | +26.3% | +3.5% | +22.8% | +22.1% |
| 3Y | +35.9% | +2.1% | +33.8% | +27.9% |
| 5Y | +168.2% | +5.5% | +162.7% | +146.3% |
| 10Y | +352.0% | +90.7% | +261.2% | +227.4% |
| All | +4,824.8% | +1,185.5% | +3,639.3% | +2,325.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling