+246.7%
GM vs ACGL
+35.1%
+211.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.9% |
| 7D | -0.3% | -1.1% | +0.8% | -0.1% |
| 30D | +8.4% | +13.1% | -4.8% | +5.9% |
| 3M | +2.6% | +9.8% | -7.2% | +0.7% |
| 6M | +14.3% | +15.3% | -1.0% | +10.9% |
| YTD | +11.0% | +12.7% | -1.7% | +8.2% |
| 1Y | +27.8% | +20.7% | +7.1% | +22.7% |
| 3Y | +246.7% | +34.3% | +212.4% | +253.6% |
| All | +246.7% | +35.1% | +211.6% | +253.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 3y: compounded portfolio wealth divided by compounded ACGL 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…
3y analysis · Full analysis span regression · 6 months rolling