+1,010.9%
GFI vs ACM
+134.0%
+876.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | -4.9% | -4.6% | -0.3% | -4.3% |
| 30D | +10.7% | +4.1% | +6.6% | +10.0% |
| 3M | +25.6% | -8.3% | +33.9% | +26.7% |
| 6M | -8.3% | -30.1% | +21.8% | -4.2% |
| YTD | +6.3% | -32.6% | +38.9% | +11.6% |
| 1Y | +22.1% | -49.6% | +71.6% | +32.6% |
| 3Y | +289.2% | -23.0% | +312.2% | +300.3% |
| 5Y | +531.7% | +2.0% | +529.7% | +534.7% |
| All | +1,010.9% | +134.0% | +876.8% | +950.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling