+102.5%
GD vs ACM
+4.8%
+97.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | -1.9% | +6.6% | -8.5% | -3.9% |
| 30D | +10.9% | +19.8% | -8.9% | +4.8% |
| 3M | -6.8% | -3.1% | -3.6% | -6.3% |
| 6M | +7.0% | -11.5% | +18.5% | +10.1% |
| YTD | +11.1% | -24.7% | +35.8% | +20.3% |
| 1Y | +7.0% | -45.1% | +52.1% | +29.8% |
| 3Y | +59.9% | -8.9% | +68.8% | +56.1% |
| 5Y | +102.5% | +5.4% | +97.1% | +82.5% |
| All | +102.5% | +4.8% | +97.6% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling