+240.5%
GM vs ACM
+173.0%
+67.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -3.4% | +5.1% | -8.5% | -5.9% |
| 30D | +2.7% | +18.7% | -16.0% | -5.9% |
| 3M | -0.4% | +15.5% | -15.8% | -7.7% |
| 6M | +13.3% | +1.2% | +12.1% | +11.2% |
| YTD | +6.8% | -25.2% | +32.0% | +20.1% |
| 1Y | +21.1% | -46.3% | +67.4% | +61.0% |
| 3Y | +231.0% | -9.6% | +240.6% | +228.6% |
| 5Y | +41.9% | +4.4% | +37.5% | +30.3% |
| 10Y | +205.7% | +129.3% | +76.4% | +85.8% |
| All | +240.5% | +173.0% | +67.5% | +69.3% |
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 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