+4,853.9%
GD vs ACGL
+4,429.2%
+424.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.3% |
| 7D | -5.3% | -0.7% | -4.5% | -5.1% |
| 30D | -6.4% | -1.0% | -5.4% | -6.2% |
| 3M | +5.7% | +11.0% | -5.3% | +2.9% |
| 6M | -0.9% | -0.3% | -0.6% | -1.1% |
| YTD | +8.2% | +2.3% | +5.9% | +7.0% |
| 1Y | +13.4% | +6.4% | +7.0% | +11.0% |
| 3Y | +68.5% | +34.0% | +34.5% | +54.1% |
| 5Y | +97.2% | +161.6% | -64.5% | +51.0% |
| 10Y | +190.2% | +278.6% | -88.4% | +103.3% |
| All | +4,853.9% | +4,429.2% | +424.7% | +2,560.8% |
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