+368.5%
GH vs ACGL
+286.1%
+82.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -0.9% |
| 7D | -15.6% | +0.9% | -16.5% | -15.9% |
| 30D | -10.4% | +13.7% | -24.1% | -13.6% |
| 3M | -4.3% | +8.0% | -12.3% | -6.5% |
| 6M | +63.5% | +13.3% | +50.3% | +57.0% |
| YTD | +47.7% | +11.8% | +35.9% | +41.7% |
| 1Y | +56.7% | +22.2% | +34.5% | +46.4% |
| 3Y | +443.9% | +32.5% | +411.4% | +382.2% |
| 5Y | +36.9% | +160.2% | -123.3% | -7.4% |
| All | +368.5% | +286.1% | +82.4% | +125.3% |
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