-12.3%
GFS vs ACI
-34.0%
+21.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.9% |
| 7D | -3.1% | -5.9% | +2.8% | -3.0% |
| 30D | -16.0% | +7.2% | -23.2% | -16.3% |
| 3M | -24.7% | +8.8% | -33.5% | -25.1% |
| 6M | -45.1% | -17.2% | -27.9% | -44.7% |
| YTD | +16.5% | -21.3% | +37.7% | +17.6% |
| 1Y | +19.3% | -23.7% | +43.1% | +21.1% |
| 3Y | -20.0% | -32.8% | +12.9% | -17.9% |
| 5Y | -32.0% | -41.4% | +9.4% | -30.0% |
| All | -12.3% | -34.0% | +21.7% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling