-44.0%
ACHR vs GIS
-25.0%
-19.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -1.7% |
| 7D | -5.4% | -8.4% | +3.0% | -7.4% |
| 30D | -19.7% | -5.2% | -14.5% | -20.8% |
| 3M | +7.9% | +8.2% | -0.2% | +10.7% |
| 6M | -13.8% | -12.0% | -1.8% | -15.9% |
| YTD | -27.5% | -18.9% | -8.7% | -30.7% |
| 1Y | -33.9% | -23.6% | -10.3% | -37.7% |
| 3Y | -20.0% | -37.6% | +17.6% | -28.0% |
| 5Y | -44.0% | -25.2% | -18.8% | -53.3% |
| All | -44.0% | -25.0% | -19.0% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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