+9.2%
GAP vs ACM
-46.6%
+55.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.9% | +5.1% | +7.0% |
| 7D | +8.0% | +9.5% | -1.6% | +4.8% |
| 30D | +2.7% | +14.7% | -12.0% | -1.9% |
| 3M | +16.0% | -9.5% | +25.5% | +19.2% |
| 6M | +2.0% | -18.0% | +20.1% | +7.5% |
| YTD | -4.4% | -27.3% | +22.9% | +3.6% |
| 1Y | +9.2% | -47.0% | +56.2% | +27.5% |
| All | +9.2% | -46.6% | +55.7% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling