-0.2%
GAP vs ACM
+131.3%
-131.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.1% |
| 7D | -5.2% | +5.1% | -10.3% | -8.7% |
| 30D | -6.9% | +18.7% | -25.6% | -18.4% |
| 3M | +5.7% | +15.5% | -9.7% | -5.8% |
| 6M | +0.9% | +1.2% | -0.3% | -2.1% |
| YTD | -14.5% | -25.2% | +10.8% | +2.7% |
| 1Y | -12.1% | -46.3% | +34.2% | +36.6% |
| 3Y | +72.2% | -9.6% | +81.7% | +73.0% |
| 5Y | +4.5% | +4.4% | +0.1% | -6.6% |
| All | -0.2% | +131.3% | -131.6% | -48.3% |
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