-2.5%
ACHR vs GFS
-2.1%
-0.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.9% | -7.6% | -6.7% |
| 7D | -2.7% | +4.5% | -7.2% | -5.0% |
| 30D | -12.1% | -8.2% | -3.9% | -8.7% |
| 3M | +3.4% | -38.9% | +42.2% | +30.1% |
| 6M | -15.6% | -2.9% | -12.8% | -20.6% |
| YTD | -26.9% | +31.8% | -58.6% | -44.2% |
| 1Y | -34.8% | +43.1% | -77.9% | -52.6% |
| 3Y | -19.2% | -20.6% | +1.4% | -20.9% |
| All | -2.5% | -2.1% | -0.4% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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