+34.0%
GAP vs ACM
+129.8%
-95.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | -4.5% | -3.7% | -0.7% | -1.7% |
| 30D | +9.0% | -11.1% | +20.2% | +18.1% |
| 3M | +5.0% | -8.0% | +13.0% | +10.2% |
| 6M | -17.8% | -29.7% | +11.8% | +4.8% |
| YTD | -10.4% | -29.4% | +19.0% | +12.2% |
| 1Y | -3.4% | -46.4% | +43.0% | +48.2% |
| 3Y | +111.5% | -22.3% | +133.8% | +140.6% |
| 5Y | +8.8% | +4.5% | +4.4% | -1.6% |
| All | +34.0% | +129.8% | -95.8% | -26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling