+174.0%
GD vs ACGL
+332.0%
-158.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.1% |
| 7D | -1.9% | +1.3% | -3.1% | -2.5% |
| 30D | +10.9% | +14.2% | -3.3% | +4.6% |
| 3M | -6.8% | +11.1% | -17.8% | -11.1% |
| 6M | +7.0% | +16.4% | -9.3% | -0.2% |
| YTD | +11.1% | +13.8% | -2.7% | +3.8% |
| 1Y | +7.0% | +21.6% | -14.5% | -3.0% |
| 3Y | +59.9% | +33.5% | +26.4% | +35.5% |
| 5Y | +102.5% | +174.8% | -72.4% | +15.0% |
| 10Y | +174.0% | +330.4% | -156.3% | +27.1% |
| All | +174.0% | +332.0% | -158.0% | +27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling