+4,953.8%
GD vs ACGL
+5,010.0%
-56.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -3.2% |
| 7D | +3.0% | +8.0% | -5.0% | +1.0% |
| 30D | +10.5% | +17.3% | -6.8% | +6.2% |
| 3M | -5.0% | +11.2% | -16.2% | -7.5% |
| 6M | +5.5% | +18.2% | -12.7% | +1.0% |
| YTD | +10.3% | +15.4% | -5.0% | +5.9% |
| 1Y | +8.2% | +26.5% | -18.4% | +1.3% |
| 3Y | +59.0% | +36.1% | +23.0% | +45.0% |
| 5Y | +104.3% | +175.9% | -71.7% | +54.3% |
| 10Y | +202.4% | +352.4% | -150.0% | +103.4% |
| All | +4,953.8% | +5,010.0% | -56.2% | +2,531.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling