+371.1%
GH vs ACM
+127.8%
+243.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | +0.6% | +5.6% | -5.1% | -1.9% |
| 30D | -6.9% | +20.8% | -27.7% | -14.6% |
| 3M | -4.9% | +11.4% | -16.3% | -10.1% |
| 6M | +54.1% | +0.9% | +53.1% | +50.1% |
| YTD | +48.5% | -24.8% | +73.3% | +65.2% |
| 1Y | +61.2% | -46.4% | +107.6% | +111.2% |
| 3Y | +570.3% | -9.2% | +579.6% | +561.1% |
| 5Y | +46.1% | +5.0% | +41.2% | +36.7% |
| All | +371.1% | +127.8% | +243.3% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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