+382.5%
GH vs ACM
+128.2%
+254.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | -11.2% | +6.6% | -17.8% | -13.7% |
| 30D | -7.2% | +19.8% | -27.0% | -14.5% |
| 3M | -7.1% | -3.1% | -4.0% | -6.8% |
| 6M | +62.3% | -11.5% | +73.8% | +67.5% |
| YTD | +52.1% | -24.7% | +76.8% | +69.0% |
| 1Y | +58.6% | -45.1% | +103.7% | +105.1% |
| 3Y | +619.9% | -8.9% | +628.8% | +608.7% |
| 5Y | +49.7% | +5.4% | +44.3% | +39.8% |
| All | +382.5% | +128.2% | +254.2% | +197.2% |
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