+75.8%
GM vs ACI
-39.5%
+115.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -1.0% |
| 7D | -2.4% | -3.7% | +1.3% | -1.9% |
| 30D | -1.1% | +0.6% | -1.7% | -1.2% |
| 3M | +6.1% | -20.3% | +26.4% | +8.9% |
| 6M | +15.0% | -24.7% | +39.6% | +18.5% |
| YTD | +6.0% | -27.2% | +33.2% | +9.5% |
| 1Y | +47.1% | -32.7% | +79.8% | +53.8% |
| 3Y | +170.5% | -43.9% | +214.4% | +190.8% |
| All | +75.8% | -39.5% | +115.3% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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