+27.2%
GFS vs ACI
-23.3%
+50.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.9% |
| 7D | +7.4% | +2.3% | +5.1% | +8.1% |
| 30D | -15.3% | +1.2% | -16.5% | -14.6% |
| 3M | -21.1% | +6.8% | -27.9% | -19.2% |
| 6M | -44.5% | -18.7% | -25.8% | -47.8% |
| YTD | +19.2% | -20.2% | +39.4% | +15.0% |
| 1Y | +27.2% | -23.7% | +51.0% | +22.0% |
| All | +27.2% | -23.3% | +50.6% | +22.0% |
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