+17.8%
GFS vs ACI
-21.6%
+39.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.9% |
| 7D | -5.3% | -0.6% | -4.7% | -5.3% |
| 30D | -15.8% | +9.5% | -25.3% | -13.2% |
| 3M | -18.6% | +10.1% | -28.7% | -15.9% |
| 6M | -45.0% | -15.4% | -29.6% | -47.7% |
| YTD | +16.8% | -19.5% | +36.3% | +12.5% |
| 1Y | +17.8% | -21.0% | +38.8% | +13.4% |
| All | +17.8% | -21.6% | +39.4% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling