+93.8%
GD vs ACI
-43.3%
+137.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.2% |
| 7D | -5.0% | -2.2% | -2.8% | -4.7% |
| 30D | +8.9% | +10.3% | -1.4% | +7.4% |
| 3M | -8.0% | +7.2% | -15.2% | -9.1% |
| 6M | +2.9% | -18.0% | +20.9% | +5.1% |
| YTD | +7.1% | -22.0% | +29.1% | +10.0% |
| 1Y | +5.9% | -23.4% | +29.3% | +9.1% |
| 3Y | +53.9% | -35.8% | +89.7% | +62.5% |
| All | +93.8% | -43.3% | +137.2% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling