-41.5%
ACHR vs GIS
-21.2%
-20.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +1.8% |
| 7D | +4.9% | -8.3% | +13.1% | +3.0% |
| 30D | +4.3% | +2.2% | +2.1% | +4.8% |
| 3M | +1.7% | +15.7% | -14.0% | +5.5% |
| 6M | -6.9% | -12.0% | +5.1% | -8.7% |
| YTD | -22.5% | -15.0% | -7.5% | -24.5% |
| 1Y | -31.5% | -20.1% | -11.4% | -34.0% |
| 3Y | -14.4% | -34.6% | +20.2% | -20.5% |
| 5Y | -41.6% | -22.8% | -18.8% | -49.2% |
| All | -41.5% | -21.2% | -20.3% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling