-34.7%
GFS vs ACI
-43.3%
+8.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.4% | +9.6% | +6.2% |
| 7D | -7.8% | -2.2% | -5.6% | -7.8% |
| 30D | -19.7% | +10.3% | -30.0% | -19.8% |
| 3M | -23.1% | +7.2% | -30.3% | -23.3% |
| 6M | -46.4% | -18.0% | -28.4% | -46.1% |
| YTD | +11.0% | -22.0% | +33.0% | +11.8% |
| 1Y | +12.6% | -23.4% | +36.0% | +13.6% |
| 3Y | -24.9% | -35.8% | +10.9% | -22.9% |
| All | -34.7% | -43.3% | +8.7% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling