+0.3%
GPC vs ACM
-21.7%
+22.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +1.2% | -3.7% | +4.9% | +2.3% |
| 30D | +6.0% | -11.1% | +17.1% | +9.3% |
| 3M | +42.6% | -8.0% | +50.6% | +45.4% |
| 6M | +22.8% | -29.7% | +52.4% | +35.5% |
| YTD | +15.5% | -29.4% | +44.8% | +26.2% |
| 1Y | +2.0% | -46.4% | +48.5% | +24.0% |
| All | +0.3% | -21.7% | +22.0% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling