+377.4%
GH vs ACI
-43.5%
+420.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.3% |
| 7D | -2.1% | -2.6% | +0.5% | -2.1% |
| 30D | -4.5% | +1.1% | -5.5% | -4.5% |
| 3M | +28.9% | -23.6% | +52.5% | +29.8% |
| 6M | +76.5% | -29.9% | +106.5% | +78.6% |
| YTD | +57.6% | -26.9% | +84.5% | +58.6% |
| 1Y | +167.5% | -34.2% | +201.8% | +174.0% |
| 3Y | +377.4% | -43.6% | +421.0% | +387.4% |
| All | +377.4% | -43.5% | +420.9% | +387.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling