+14.6%
GAP vs ACM
+147.1%
-132.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.2% | -1.7% | -0.4% |
| 7D | 0.0% | +6.9% | -6.9% | -4.7% |
| 30D | -4.3% | +19.1% | -23.4% | -16.1% |
| 3M | +9.4% | -6.9% | +16.3% | +14.1% |
| 6M | -3.3% | -12.0% | +8.7% | +3.9% |
| YTD | -10.5% | -25.1% | +14.6% | +7.1% |
| 1Y | -2.4% | -45.4% | +43.0% | +48.7% |
| 3Y | +80.1% | -6.9% | +87.0% | +77.1% |
| 5Y | +6.5% | +3.7% | +2.7% | -3.9% |
| 10Y | +14.6% | +135.8% | -121.2% | -43.3% |
| All | +14.6% | +147.1% | -132.5% | -43.3% |
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