+8.2%
GD vs ACGL
+28.7%
-20.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -2.8% |
| 7D | +3.0% | +8.0% | -5.0% | +2.1% |
| 30D | +10.5% | +17.3% | -6.8% | +8.9% |
| 3M | -5.0% | +11.2% | -16.2% | -6.1% |
| 6M | +5.5% | +18.2% | -12.7% | +4.6% |
| YTD | +10.3% | +15.4% | -5.0% | +9.9% |
| 1Y | +8.2% | +26.5% | -18.4% | +4.8% |
| All | +8.2% | +28.7% | -20.6% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling