+266.8%
GM vs ACI
+32.8%
+234.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -0.2% | +2.3% | -2.5% | -0.4% |
| 30D | +3.6% | +1.2% | +2.3% | +3.4% |
| 3M | -0.2% | +6.8% | -7.0% | -1.0% |
| 6M | +13.9% | -18.7% | +32.7% | +15.6% |
| YTD | +6.5% | -20.2% | +26.7% | +7.9% |
| 1Y | +20.7% | -23.7% | +44.4% | +22.9% |
| 3Y | +229.5% | -31.6% | +261.1% | +237.9% |
| 5Y | +41.5% | -42.8% | +84.3% | +45.0% |
| All | +266.8% | +32.8% | +234.0% | +291.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling