+254.0%
GM vs ACGL
+1,036.3%
-782.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.6% |
| 7D | -0.3% | -1.1% | +0.8% | +0.4% |
| 30D | +8.4% | +13.1% | -4.8% | +1.1% |
| 3M | +2.6% | +9.8% | -7.2% | -2.7% |
| 6M | +14.3% | +15.3% | -1.0% | +4.5% |
| YTD | +11.0% | +12.7% | -1.7% | +2.3% |
| 1Y | +27.8% | +20.7% | +7.1% | +13.2% |
| 3Y | +246.7% | +34.3% | +212.4% | +175.8% |
| 5Y | +59.6% | +170.6% | -111.0% | -22.5% |
| 10Y | +249.1% | +330.6% | -81.4% | +19.4% |
| All | +254.0% | +1,036.3% | -782.3% | -45.9% |
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