+70.8%
GD vs ACM
-21.7%
+92.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -5.3% | -3.7% | -1.5% | -4.4% |
| 30D | -6.4% | -11.1% | +4.7% | -3.8% |
| 3M | +5.7% | -8.0% | +13.7% | +7.4% |
| 6M | -0.9% | -29.7% | +28.7% | +8.4% |
| YTD | +8.2% | -29.4% | +37.5% | +17.7% |
| 1Y | +13.4% | -46.4% | +59.9% | +33.8% |
| All | +70.8% | -21.7% | +92.5% | +77.6% |
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