+584.3%
GH vs ACGL
+33.3%
+551.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.9% | -1.2% | +2.1% | +0.8% |
| 30D | -4.5% | +12.8% | -17.3% | -3.5% |
| 3M | -6.2% | +12.3% | -18.5% | -5.3% |
| 6M | +55.0% | +15.8% | +39.1% | +56.6% |
| YTD | +51.6% | +13.9% | +37.7% | +53.0% |
| 1Y | +58.3% | +19.0% | +39.3% | +59.8% |
| All | +584.3% | +33.3% | +551.0% | +702.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling