+177.1%
GH vs ACM
-48.8%
+225.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -1.1% |
| 7D | -2.5% | -4.6% | +2.1% | -2.2% |
| 30D | -4.7% | +4.1% | -8.8% | -5.1% |
| 3M | +20.2% | -8.3% | +28.5% | +20.8% |
| 6M | +78.8% | -30.1% | +108.8% | +89.1% |
| YTD | +54.1% | -32.6% | +86.7% | +66.0% |
| 1Y | +177.1% | -49.6% | +226.7% | +191.0% |
| All | +177.1% | -48.8% | +225.9% | +191.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling