-2.4%
GFS vs ACGL
+140.5%
-142.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | +1.8% |
| 7D | +1.0% | -0.7% | +1.8% | +1.1% |
| 30D | -8.6% | -1.0% | -7.6% | -8.5% |
| 3M | -46.5% | +11.0% | -57.6% | -48.2% |
| 6M | -4.8% | -0.3% | -4.5% | -5.3% |
| YTD | +29.7% | +2.3% | +27.4% | +27.8% |
| 1Y | +35.8% | +6.4% | +29.5% | +32.2% |
| 3Y | -18.3% | +34.0% | -52.3% | -28.0% |
| All | -2.4% | +140.5% | -142.9% | -37.6% |
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