+4,765.5%
ACGL vs GFI
+429.7%
+4,335.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.7% | +4.8% | +0.2% |
| 7D | -1.2% | -5.4% | +4.2% | -1.1% |
| 30D | +12.8% | -1.5% | +14.3% | +12.8% |
| 3M | +12.3% | -10.2% | +22.4% | +12.5% |
| 6M | +15.8% | -19.3% | +35.1% | +16.2% |
| YTD | +13.9% | -13.7% | +27.6% | +13.7% |
| 1Y | +19.0% | -12.1% | +31.2% | +18.8% |
| 3Y | +33.7% | +208.4% | -174.7% | +27.4% |
| 5Y | +173.4% | +301.4% | -128.0% | +156.2% |
| 10Y | +324.9% | +1,285.2% | -960.3% | +272.8% |
| All | +4,765.5% | +429.7% | +4,335.8% | +4,275.4% |
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 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