+246.5%
GM vs ACGL
+931.0%
-684.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.8% |
| 7D | +1.9% | -0.7% | +2.7% | +2.4% |
| 30D | -1.4% | -1.0% | -0.4% | -0.9% |
| 3M | +5.9% | +11.0% | -5.1% | -0.9% |
| 6M | +12.4% | -0.3% | +12.7% | +11.4% |
| YTD | +8.6% | +2.3% | +6.4% | +5.7% |
| 1Y | +52.6% | +6.4% | +46.2% | +44.7% |
| 3Y | +169.7% | +34.0% | +135.7% | +111.7% |
| 5Y | +87.5% | +161.6% | -74.1% | -8.1% |
| 10Y | +233.0% | +278.6% | -45.6% | +22.6% |
| All | +246.5% | +931.0% | -684.5% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling