+58.6%
GH vs ACM
-45.8%
+104.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | -11.2% | +6.6% | -17.8% | -11.6% |
| 30D | -7.2% | +19.8% | -27.0% | -8.1% |
| 3M | -7.1% | -3.1% | -4.0% | -6.8% |
| 6M | +62.3% | -11.5% | +73.8% | +65.3% |
| YTD | +52.1% | -24.7% | +76.8% | +62.2% |
| 1Y | +58.6% | -45.1% | +103.7% | +59.5% |
| All | +58.6% | -45.8% | +104.4% | +59.5% |
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