+4,269.4%
ACGL vs GFI
+586.1%
+3,683.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.7% |
| 7D | -0.7% | +3.1% | -3.9% | -0.8% |
| 30D | -1.0% | +27.1% | -28.1% | -1.7% |
| 3M | +11.0% | +21.2% | -10.1% | +10.3% |
| 6M | -0.3% | -4.5% | +4.2% | -0.4% |
| YTD | +2.3% | +11.7% | -9.5% | +1.5% |
| 1Y | +6.4% | +46.0% | -39.7% | +4.6% |
| 3Y | +34.0% | +309.6% | -275.6% | +26.7% |
| 5Y | +161.6% | +506.0% | -344.4% | +142.4% |
| 10Y | +278.6% | +1,009.2% | -730.6% | +235.8% |
| All | +4,269.4% | +586.1% | +3,683.2% | +3,805.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling