+114.0%
GAP vs ACM
-19.2%
+133.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -4.5% | -3.7% | -0.7% | -2.2% |
| 30D | +9.0% | -11.1% | +20.2% | +16.6% |
| 3M | +5.0% | -8.0% | +13.0% | +9.5% |
| 6M | -17.8% | -29.7% | +11.8% | +1.8% |
| YTD | -10.4% | -29.4% | +19.0% | +8.9% |
| 1Y | -3.4% | -46.4% | +43.0% | +44.1% |
| All | +114.0% | -19.2% | +133.2% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling