+86.2%
GPC vs ACM
+155.0%
-68.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.6% | +5.4% | -3.8% | -0.6% |
| 30D | -2.1% | +15.1% | -17.2% | -7.6% |
| 3M | -6.8% | -10.5% | +3.7% | -3.3% |
| 6M | +18.6% | -19.7% | +38.3% | +28.0% |
| YTD | +2.7% | -28.8% | +31.5% | +15.2% |
| 1Y | +1.8% | -47.9% | +49.7% | +30.5% |
| 3Y | +1.1% | -12.4% | +13.4% | +0.7% |
| 5Y | +4.1% | +0.6% | +3.5% | -3.9% |
| All | +86.2% | +155.0% | -68.8% | +15.3% |
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 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