-53.1%
GGLL vs ACM
-20.8%
-32.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -3.9% |
| 7D | -1.3% | +5.1% | -6.4% | -2.4% |
| 30D | -36.3% | +11.5% | -47.7% | -38.2% |
| 3M | -42.7% | -10.5% | -32.2% | -39.7% |
| 6M | -53.1% | -20.4% | -32.7% | -50.7% |
| All | -53.1% | -20.8% | -32.3% | -50.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling