+231.1%
GM vs ACM
+134.0%
+97.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.2% |
| 7D | -2.4% | -4.6% | +2.1% | +0.1% |
| 30D | -1.1% | +4.1% | -5.2% | -3.7% |
| 3M | +6.1% | -8.3% | +14.4% | +9.9% |
| 6M | +15.0% | -30.1% | +45.0% | +37.9% |
| YTD | +6.0% | -32.6% | +38.6% | +28.0% |
| 1Y | +47.1% | -49.6% | +96.7% | +109.1% |
| 3Y | +170.5% | -23.0% | +193.5% | +190.4% |
| 5Y | +80.5% | +2.0% | +78.5% | +61.1% |
| All | +231.1% | +134.0% | +97.1% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling