+405.5%
GH vs ACM
+105.8%
+299.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +2.5% |
| 7D | -0.2% | -3.7% | +3.5% | +1.5% |
| 30D | -2.6% | -12.7% | +10.0% | +2.6% |
| 3M | +25.1% | -9.8% | +34.9% | +28.8% |
| 6M | +78.5% | -31.4% | +109.9% | +108.7% |
| YTD | +59.4% | -32.1% | +91.5% | +86.1% |
| 1Y | +173.9% | -47.8% | +221.7% | +260.8% |
| 3Y | +382.7% | -22.1% | +404.8% | +412.2% |
| 5Y | +24.4% | +1.8% | +22.6% | +18.8% |
| All | +405.5% | +105.8% | +299.7% | +227.2% |
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