+33.7%
GAP vs ACM
+128.0%
-94.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.4% |
| 7D | +1.7% | -0.3% | +2.0% | +1.9% |
| 30D | +9.3% | -12.9% | +22.3% | +20.3% |
| 3M | +6.1% | -6.4% | +12.5% | +9.9% |
| 6M | -2.3% | -29.2% | +26.9% | +24.0% |
| YTD | -10.6% | -29.9% | +19.3% | +12.6% |
| 1Y | -4.4% | -47.3% | +42.8% | +48.4% |
| 3Y | +118.3% | -19.6% | +137.9% | +141.6% |
| 5Y | +12.2% | +5.5% | +6.7% | +0.6% |
| 10Y | +33.7% | +129.7% | -96.0% | -26.4% |
| All | +33.7% | +128.0% | -94.2% | -26.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling