-12.2%
GGLL vs ACM
-46.6%
+34.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.9% | +3.6% | +5.8% |
| 7D | -23.1% | +9.5% | -32.6% | -24.8% |
| 30D | -32.9% | +14.7% | -47.6% | -35.2% |
| 3M | -44.9% | -9.5% | -35.4% | -43.1% |
| 6M | -49.5% | -18.0% | -31.5% | -46.8% |
| YTD | -28.9% | -27.3% | -1.6% | -24.6% |
| 1Y | -12.2% | -47.0% | +34.8% | -12.9% |
| All | -12.2% | -46.6% | +34.4% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling