+53.9%
GD vs ACM
-12.3%
+66.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -5.0% | +5.4% | -10.3% | -6.2% |
| 30D | +8.9% | +15.1% | -6.2% | +5.1% |
| 3M | -8.0% | -10.5% | +2.4% | -5.8% |
| 6M | +2.9% | -19.7% | +22.6% | +8.4% |
| YTD | +7.1% | -28.8% | +35.9% | +16.4% |
| 1Y | +5.9% | -47.9% | +53.8% | +26.9% |
| 3Y | +53.9% | -12.4% | +66.2% | +56.9% |
| All | +53.9% | -12.3% | +66.2% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling