+372.8%
GFI vs ACM
+230.8%
+142.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +3.1% | -3.7% | +6.9% | +4.0% |
| 30D | +27.1% | -11.1% | +38.2% | +30.0% |
| 3M | +21.2% | -8.0% | +29.1% | +22.8% |
| 6M | -4.5% | -29.7% | +25.2% | +2.4% |
| YTD | +11.7% | -29.4% | +41.1% | +19.5% |
| 1Y | +46.0% | -46.4% | +92.5% | +65.5% |
| 3Y | +309.6% | -22.3% | +331.9% | +324.3% |
| 5Y | +506.0% | +4.5% | +501.6% | +484.9% |
| 10Y | +1,009.2% | +127.6% | +881.6% | +734.8% |
| All | +372.8% | +230.8% | +142.0% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling