+176.8%
ACGL vs GFI
+321.4%
-144.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | 0.0% |
| 7D | -1.4% | +2.2% | -3.6% | -1.4% |
| 30D | +12.4% | +2.2% | +10.2% | +12.3% |
| 3M | +11.1% | -4.6% | +15.7% | +11.1% |
| 6M | +16.3% | -16.7% | +33.1% | +16.5% |
| YTD | +13.8% | -9.5% | +23.3% | +13.6% |
| 1Y | +20.4% | -6.8% | +27.2% | +20.1% |
| 3Y | +33.6% | +223.7% | -190.1% | +29.3% |
| 5Y | +176.8% | +321.8% | -145.0% | +166.4% |
| All | +176.8% | +321.4% | -144.6% | +166.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling