+97.2%
GD vs ACGL
+161.8%
-64.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.3% |
| 7D | -5.3% | -0.7% | -4.5% | -5.0% |
| 30D | -6.4% | -1.0% | -5.4% | -6.2% |
| 3M | +5.7% | +11.0% | -5.3% | +2.6% |
| 6M | -0.9% | -0.3% | -0.6% | -1.2% |
| YTD | +8.2% | +2.3% | +5.9% | +6.8% |
| 1Y | +13.4% | +6.4% | +7.0% | +10.5% |
| 3Y | +68.5% | +34.0% | +34.5% | +51.0% |
| All | +97.2% | +161.8% | -64.6% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling