+26.3%
ACI vs GPC
+95.0%
-68.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +0.2% | +1.2% | -1.0% | -0.1% |
| 30D | +5.9% | +6.0% | -0.1% | +4.7% |
| 3M | -19.8% | +42.6% | -62.4% | -25.1% |
| 6M | -24.7% | +22.8% | -47.5% | -27.8% |
| YTD | -24.4% | +15.5% | -39.8% | -26.9% |
| 1Y | -31.5% | +2.0% | -33.5% | -32.2% |
| 3Y | -38.7% | -1.4% | -37.3% | -39.8% |
| 5Y | -42.8% | +30.6% | -73.4% | -48.6% |
| All | +26.3% | +95.0% | -68.7% | +4.4% |
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 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