+246.5%
GM vs ACM
+157.9%
+88.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +1.9% | -3.7% | +5.7% | +3.9% |
| 30D | -1.4% | -11.1% | +9.7% | +3.8% |
| 3M | +5.9% | -8.0% | +13.9% | +9.3% |
| 6M | +12.4% | -29.7% | +42.0% | +32.0% |
| YTD | +8.6% | -29.4% | +38.0% | +25.8% |
| 1Y | +52.6% | -46.4% | +99.0% | +102.3% |
| 3Y | +169.7% | -22.3% | +192.0% | +189.7% |
| 5Y | +87.5% | +4.5% | +83.1% | +71.5% |
| 10Y | +233.0% | +127.6% | +105.3% | +103.2% |
| All | +246.5% | +157.9% | +88.6% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling