+273.1%
ACGL vs GFI
+1,081.9%
-808.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.1% |
| 7D | -3.6% | -5.1% | +1.5% | -3.6% |
| 30D | -2.1% | +13.4% | -15.5% | -2.1% |
| 3M | +5.4% | +36.2% | -30.9% | +5.3% |
| 6M | 0.0% | -9.8% | +9.8% | +0.1% |
| YTD | +0.3% | +7.7% | -7.4% | +0.2% |
| 1Y | +6.2% | +27.2% | -21.0% | +6.0% |
| 3Y | +30.9% | +300.3% | -269.4% | +29.7% |
| 5Y | +159.8% | +539.8% | -380.0% | +156.9% |
| All | +273.1% | +1,081.9% | -808.7% | +286.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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