+415.2%
GPC vs ACM
+230.8%
+184.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +1.2% | -3.7% | +4.9% | +2.5% |
| 30D | +6.0% | -11.1% | +17.1% | +9.8% |
| 3M | +42.6% | -8.0% | +50.6% | +45.9% |
| 6M | +22.8% | -29.7% | +52.4% | +37.1% |
| YTD | +15.5% | -29.4% | +44.8% | +27.6% |
| 1Y | +2.0% | -46.4% | +48.5% | +23.6% |
| 3Y | -1.4% | -22.3% | +20.9% | +3.9% |
| 5Y | +30.6% | +4.5% | +26.1% | +22.9% |
| 10Y | +80.6% | +127.6% | -47.0% | +25.7% |
| All | +415.2% | +230.8% | +184.4% | +186.8% |
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