+71.8%
GH vs ACI
-18.4%
+90.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.5% | -7.2% | -3.1% |
| 7D | -7.7% | +4.5% | -12.2% | -7.0% |
| 30D | -10.0% | +20.9% | -30.8% | -7.8% |
| 3M | +5.5% | +15.2% | -9.7% | +7.7% |
| 6M | +84.9% | -13.3% | +98.2% | +81.7% |
| YTD | +65.0% | -16.2% | +81.2% | +62.6% |
| 1Y | +71.8% | -16.9% | +88.6% | +70.8% |
| All | +71.8% | -18.4% | +90.2% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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