+188.5%
GD vs ACM
+155.0%
+33.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -5.0% | +5.4% | -10.3% | -6.8% |
| 30D | +8.9% | +15.1% | -6.2% | +3.4% |
| 3M | -8.0% | -10.5% | +2.4% | -5.0% |
| 6M | +2.9% | -19.7% | +22.6% | +9.9% |
| YTD | +7.1% | -28.8% | +35.9% | +19.0% |
| 1Y | +5.9% | -47.9% | +53.8% | +32.2% |
| 3Y | +53.9% | -12.4% | +66.2% | +54.0% |
| 5Y | +95.4% | +0.6% | +94.9% | +82.2% |
| All | +188.5% | +155.0% | +33.5% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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