-34.7%
GFS vs ACGL
+159.2%
-193.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.0% | +9.2% | +6.5% |
| 7D | -7.8% | +0.9% | -8.7% | -8.0% |
| 30D | -19.7% | +13.7% | -33.4% | -21.1% |
| 3M | -23.1% | +8.0% | -31.2% | -24.0% |
| 6M | -46.4% | +13.3% | -59.7% | -47.8% |
| YTD | +11.0% | +11.8% | -0.8% | +8.1% |
| 1Y | +12.6% | +22.2% | -9.6% | +6.9% |
| 3Y | -24.9% | +32.5% | -57.4% | -31.5% |
| All | -34.7% | +159.2% | -193.9% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling