+17.7%
GFS vs ACGL
+28.7%
-11.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.7% | -8.6% | -3.6% |
| 7D | -12.5% | +8.0% | -20.5% | -6.2% |
| 30D | -16.9% | +17.3% | -34.2% | -4.7% |
| 3M | -22.3% | +11.2% | -33.5% | -14.3% |
| 6M | -40.2% | +18.2% | -58.4% | -29.7% |
| YTD | +16.0% | +15.4% | +0.6% | +36.7% |
| 1Y | +17.7% | +26.5% | -8.9% | +52.4% |
| All | +17.7% | +28.7% | -11.0% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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