-17.5%
GFS vs ACI
-31.8%
+14.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +5.3% |
| 7D | +6.2% | -5.3% | +11.5% | +5.4% |
| 30D | -11.4% | +5.0% | -16.4% | -10.6% |
| 3M | -15.5% | +7.5% | -23.0% | -14.5% |
| 6M | -42.6% | -16.0% | -26.6% | -43.3% |
| YTD | +23.2% | -20.6% | +43.8% | +21.7% |
| 1Y | +23.6% | -23.5% | +47.1% | +22.3% |
| All | -17.5% | -31.8% | +14.4% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling