+12.6%
GFS vs ACGL
+22.6%
-9.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.0% | +9.2% | +3.6% |
| 7D | -7.8% | +0.9% | -8.7% | -6.9% |
| 30D | -19.7% | +13.7% | -33.4% | -10.2% |
| 3M | -23.1% | +8.0% | -31.2% | -17.3% |
| 6M | -46.4% | +13.3% | -59.7% | -38.7% |
| YTD | +11.0% | +11.8% | -0.8% | +27.5% |
| 1Y | +12.6% | +22.2% | -9.6% | +41.7% |
| All | +12.6% | +22.6% | -9.9% | +41.7% |
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