+188.6%
GGLL vs ACM
-2.8%
+191.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +3.1% | +5.4% | -2.3% | +0.7% |
| 30D | -36.3% | +15.1% | -51.4% | -40.6% |
| 3M | -40.4% | -10.5% | -29.9% | -37.4% |
| 6M | -54.6% | -19.7% | -34.9% | -50.0% |
| YTD | -31.1% | -28.8% | -2.3% | -20.4% |
| 1Y | -19.2% | -47.9% | +28.7% | +9.5% |
| 3Y | +151.5% | -12.4% | +163.9% | +142.8% |
| All | +188.6% | -2.8% | +191.4% | +143.4% |
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