-42.4%
ACI vs GPC
+29.0%
-71.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.7% |
| 7D | -2.6% | +0.2% | -2.8% | -2.6% |
| 30D | +1.1% | -0.4% | +1.5% | +1.2% |
| 3M | -23.6% | +39.2% | -62.8% | -28.5% |
| 6M | -29.9% | +18.2% | -48.2% | -32.3% |
| YTD | -26.9% | +12.1% | -38.9% | -28.9% |
| 1Y | -34.2% | -0.7% | -33.6% | -34.5% |
| 3Y | -43.6% | -1.7% | -42.0% | -44.8% |
| 5Y | -42.4% | +29.3% | -71.7% | -54.0% |
| All | -42.4% | +29.0% | -71.4% | -54.0% |
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