+188.8%
GD vs ACI
+39.5%
+149.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -2.9% |
| 7D | +3.0% | +4.5% | -1.5% | +2.4% |
| 30D | +10.5% | +20.9% | -10.3% | +8.2% |
| 3M | -5.0% | +15.2% | -20.2% | -6.5% |
| 6M | +5.5% | -13.3% | +18.8% | +6.6% |
| YTD | +10.3% | -16.2% | +26.5% | +11.8% |
| 1Y | +8.2% | -16.9% | +25.0% | +9.7% |
| 3Y | +59.0% | -30.8% | +89.9% | +64.1% |
| 5Y | +104.3% | -39.4% | +143.7% | +110.5% |
| All | +188.8% | +39.5% | +149.2% | +190.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling