+80.5%
GM vs ACM
+2.7%
+77.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -0.9% |
| 7D | -1.1% | -3.7% | +2.6% | +0.7% |
| 30D | -4.6% | -12.7% | +8.1% | +1.2% |
| 3M | +0.2% | -9.8% | +10.0% | +4.3% |
| 6M | +12.6% | -31.4% | +44.0% | +34.3% |
| YTD | +3.7% | -32.1% | +35.8% | +22.5% |
| 1Y | +45.6% | -47.8% | +93.4% | +99.0% |
| 3Y | +162.0% | -22.1% | +184.0% | +166.7% |
| 5Y | +80.5% | +1.8% | +78.7% | +54.3% |
| All | +80.5% | +2.7% | +77.7% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling