+19.3%
ACI vs GFI
+541.0%
-521.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.0% | -2.4% |
| 7D | -5.0% | +4.7% | -9.7% | -5.2% |
| 30D | -2.3% | +14.4% | -16.7% | -2.7% |
| 3M | -23.2% | +32.5% | -55.7% | -23.9% |
| 6M | -29.5% | -7.2% | -22.3% | -29.5% |
| YTD | -28.6% | +10.9% | -39.5% | -29.2% |
| 1Y | -34.0% | +35.5% | -69.5% | -35.3% |
| 3Y | -45.0% | +312.1% | -357.1% | -48.6% |
| 5Y | -44.0% | +524.6% | -568.6% | -47.6% |
| All | +19.3% | +541.0% | -521.7% | +11.1% |
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