-39.7%
ACI vs GFI
+524.1%
-563.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.5% | +3.3% |
| 7D | -3.7% | -4.9% | +1.1% | -3.5% |
| 30D | +0.6% | +10.7% | -10.1% | +0.1% |
| 3M | -20.3% | +25.6% | -46.0% | -21.2% |
| 6M | -24.7% | -8.3% | -16.4% | -24.6% |
| YTD | -27.2% | +6.3% | -33.5% | -28.0% |
| 1Y | -32.7% | +22.1% | -54.8% | -34.2% |
| 3Y | -43.9% | +289.2% | -333.1% | -49.8% |
| All | -39.7% | +524.1% | -563.8% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling