+217.5%
GGLL vs ACM
+2.1%
+215.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +11.5% | +5.1% | +6.4% | +9.0% |
| 30D | -31.2% | +18.7% | -49.9% | -36.7% |
| 3M | -28.7% | +15.5% | -44.1% | -33.7% |
| 6M | -47.2% | +1.2% | -48.4% | -47.8% |
| YTD | -24.3% | -25.2% | +1.0% | -14.4% |
| 1Y | -12.0% | -46.3% | +34.3% | +18.0% |
| 3Y | +169.6% | -9.6% | +179.2% | +157.2% |
| All | +217.5% | +2.1% | +215.3% | +161.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling