+36.6%
GH vs ACM
-2.7%
+39.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -15.6% | +5.4% | -21.0% | -18.2% |
| 30D | -10.4% | +15.1% | -25.5% | -17.5% |
| 3M | -4.3% | -10.5% | +6.2% | +0.9% |
| 6M | +63.5% | -19.7% | +83.2% | +82.1% |
| YTD | +47.7% | -28.8% | +76.5% | +77.2% |
| 1Y | +56.7% | -47.9% | +104.6% | +137.3% |
| 3Y | +443.9% | -12.4% | +456.2% | +382.1% |
| All | +36.6% | -2.7% | +39.3% | +5.2% |
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 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