+97.2%
GD vs ACI
-42.9%
+140.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -5.3% | +0.2% | -5.4% | -5.3% |
| 30D | -6.4% | +5.9% | -12.3% | -7.1% |
| 3M | +5.7% | -19.8% | +25.5% | +8.3% |
| 6M | -0.9% | -24.7% | +23.8% | +2.3% |
| YTD | +8.2% | -24.4% | +32.5% | +11.5% |
| 1Y | +13.4% | -31.5% | +44.9% | +18.5% |
| 3Y | +68.5% | -38.7% | +107.2% | +78.3% |
| All | +97.2% | -42.9% | +140.2% | +107.6% |
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