+393.1%
GH vs ACGL
+289.1%
+104.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.5% | +5.0% |
| 7D | -7.0% | -1.1% | -5.9% | -6.8% |
| 30D | -5.2% | +13.1% | -18.3% | -8.4% |
| 3M | -5.8% | +9.8% | -15.5% | -8.3% |
| 6M | +65.9% | +15.3% | +50.7% | +58.5% |
| YTD | +55.5% | +12.7% | +42.7% | +48.9% |
| 1Y | +64.2% | +20.7% | +43.5% | +54.0% |
| 3Y | +606.0% | +34.3% | +571.8% | +523.3% |
| 5Y | +47.3% | +170.6% | -123.3% | -1.7% |
| All | +393.1% | +289.1% | +104.0% | +136.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling