-4.8%
GFS vs ACI
-26.5%
+21.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.4% |
| 7D | +1.0% | +0.2% | +0.8% | +1.1% |
| 30D | -8.6% | +5.9% | -14.5% | -6.8% |
| 3M | -46.5% | -19.8% | -26.8% | -51.0% |
| 6M | -4.8% | -24.7% | +19.9% | -17.7% |
| All | -4.8% | -26.5% | +21.7% | -17.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling