+195.8%
GGLL vs ACM
+2.3%
+193.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.7% | +0.1% |
| 7D | +6.3% | +6.9% | -0.5% | +3.2% |
| 30D | -35.1% | +19.1% | -54.2% | -40.4% |
| 3M | -37.7% | -6.9% | -30.7% | -35.7% |
| 6M | -54.1% | -12.0% | -42.1% | -51.6% |
| YTD | -29.4% | -25.1% | -4.3% | -20.3% |
| 1Y | -13.4% | -45.4% | +32.0% | +14.9% |
| 3Y | +158.3% | -6.9% | +165.2% | +142.0% |
| All | +195.8% | +2.3% | +193.5% | +143.6% |
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 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