+22.1%
GH vs ACM
+5.0%
+17.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -0.1% | -3.7% | +3.7% | +2.0% |
| 30D | -1.1% | -11.1% | +10.0% | +4.8% |
| 3M | +21.3% | -8.0% | +29.3% | +24.7% |
| 6M | +73.5% | -29.7% | +103.2% | +111.2% |
| YTD | +58.0% | -29.4% | +87.4% | +89.5% |
| 1Y | +163.1% | -46.4% | +209.5% | +278.8% |
| 3Y | +361.0% | -22.3% | +383.4% | +369.1% |
| All | +22.1% | +5.0% | +17.2% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling