+104.7%
GAP vs ACM
+233.3%
-128.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.2% | -4.2% |
| 7D | -3.8% | +5.4% | -9.1% | -6.2% |
| 30D | -9.0% | +15.1% | -24.1% | -15.2% |
| 3M | +5.5% | -10.5% | +15.9% | +10.7% |
| 6M | -11.1% | -19.7% | +8.6% | -2.1% |
| YTD | -13.6% | -28.8% | +15.3% | +0.3% |
| 1Y | -2.9% | -47.9% | +45.0% | +30.9% |
| 3Y | +69.6% | -12.4% | +82.0% | +77.7% |
| 5Y | +5.4% | +0.6% | +4.8% | +4.5% |
| 10Y | +17.8% | +161.3% | -143.4% | -19.8% |
| All | +104.7% | +233.3% | -128.6% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling