+401.3%
GH vs ACM
+114.0%
+287.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -0.1% | -3.7% | +3.7% | +1.6% |
| 30D | -1.1% | -11.1% | +10.0% | +3.6% |
| 3M | +21.3% | -8.0% | +29.3% | +24.0% |
| 6M | +73.5% | -29.7% | +103.2% | +100.8% |
| YTD | +58.0% | -29.4% | +87.4% | +81.4% |
| 1Y | +163.1% | -46.4% | +209.5% | +243.0% |
| 3Y | +361.0% | -22.3% | +383.4% | +391.1% |
| 5Y | +22.5% | +4.5% | +18.1% | +15.5% |
| All | +401.3% | +114.0% | +287.2% | +218.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling