+71.8%
GH vs ACGL
+28.7%
+43.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.7% | -6.3% | -2.7% |
| 7D | -7.7% | +8.0% | -15.7% | -5.2% |
| 30D | -10.0% | +17.3% | -27.3% | -5.2% |
| 3M | +5.5% | +11.2% | -5.7% | +9.5% |
| 6M | +84.9% | +18.2% | +66.7% | +94.3% |
| YTD | +65.0% | +15.4% | +49.7% | +71.9% |
| 1Y | +71.8% | +26.5% | +45.2% | +90.8% |
| All | +71.8% | +28.7% | +43.1% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling