+101.4%
GD vs ACI
-39.5%
+140.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -3.0% |
| 7D | +3.0% | +4.5% | -1.5% | +2.3% |
| 30D | +10.5% | +20.9% | -10.3% | +7.7% |
| 3M | -5.0% | +15.2% | -20.2% | -6.9% |
| 6M | +5.5% | -13.3% | +18.8% | +7.0% |
| YTD | +10.3% | -16.2% | +26.5% | +12.3% |
| 1Y | +8.2% | -16.9% | +25.0% | +10.2% |
| 3Y | +59.0% | -30.8% | +89.9% | +66.2% |
| All | +101.4% | -39.5% | +140.9% | +108.1% |
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 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