+210.8%
GGLL vs ACM
+2.7%
+208.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.4% |
| 7D | +7.7% | +5.6% | +2.0% | +4.9% |
| 30D | -30.2% | +20.8% | -51.0% | -36.4% |
| 3M | -31.3% | +11.4% | -42.7% | -35.0% |
| 6M | -52.1% | +0.9% | -53.0% | -52.6% |
| YTD | -25.9% | -24.8% | -1.0% | -16.5% |
| 1Y | -8.5% | -46.4% | +38.0% | +23.1% |
| 3Y | +165.5% | -9.2% | +174.8% | +152.9% |
| All | +210.8% | +2.7% | +208.1% | +155.4% |
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 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