+4.0%
GPC vs ACM
-46.1%
+50.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.2% | -2.9% | +1.6% |
| 7D | +0.8% | +6.9% | -6.1% | -0.1% |
| 30D | -1.1% | +19.1% | -20.1% | -3.3% |
| 3M | -6.6% | -6.9% | +0.3% | -6.2% |
| 6M | +22.2% | -12.0% | +34.3% | +22.3% |
| YTD | +5.1% | -25.1% | +30.2% | +6.2% |
| All | +4.0% | -46.1% | +50.1% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling