+190.8%
GD vs ACI
+34.0%
+156.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.3% |
| 7D | -1.9% | -0.6% | -1.3% | -1.8% |
| 30D | +10.9% | +9.5% | +1.4% | +9.8% |
| 3M | -6.8% | +10.1% | -16.8% | -7.9% |
| 6M | +7.0% | -15.4% | +22.4% | +8.4% |
| YTD | +11.1% | -19.5% | +30.7% | +13.1% |
| 1Y | +7.0% | -21.0% | +28.0% | +9.1% |
| 3Y | +59.9% | -31.2% | +91.1% | +65.0% |
| 5Y | +102.5% | -40.6% | +143.0% | +109.3% |
| All | +190.8% | +34.0% | +156.8% | +194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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