+8.4%
GFI vs ACM
-46.6%
+55.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.9% | +3.4% | +5.6% |
| 7D | +1.4% | +9.5% | -8.1% | -0.8% |
| 30D | +3.0% | +14.7% | -11.8% | -0.4% |
| 3M | +10.2% | -9.5% | +19.7% | +12.3% |
| 6M | -10.1% | -18.0% | +8.0% | -5.6% |
| YTD | -11.4% | -27.3% | +15.9% | -2.6% |
| 1Y | +8.4% | -47.0% | +55.4% | +30.1% |
| All | +8.4% | -46.6% | +55.0% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling