+597.0%
GD vs ACM
+233.2%
+363.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -1.7% |
| 7D | -3.9% | +5.1% | -9.0% | -5.4% |
| 30D | +8.1% | +11.5% | -3.4% | +4.4% |
| 3M | -6.8% | -10.5% | +3.7% | -4.1% |
| 6M | +3.0% | -20.4% | +23.4% | +9.2% |
| YTD | +7.8% | -28.9% | +36.6% | +17.9% |
| 1Y | +5.8% | -48.7% | +54.5% | +28.0% |
| 3Y | +55.3% | -12.5% | +67.8% | +56.7% |
| 5Y | +96.7% | +0.5% | +96.1% | +87.8% |
| 10Y | +195.4% | +161.2% | +34.2% | +100.9% |
| All | +597.0% | +233.2% | +363.8% | +301.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling