-2.4%
GFS vs ACI
-36.7%
+34.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | -8.6% | +5.9% | -14.5% | -8.9% |
| 3M | -46.5% | -19.8% | -26.8% | -45.9% |
| 6M | -4.8% | -24.7% | +19.9% | -3.4% |
| YTD | +29.7% | -24.4% | +54.0% | +31.2% |
| 1Y | +35.8% | -31.5% | +67.3% | +39.5% |
| 3Y | -18.3% | -38.7% | +20.3% | -15.0% |
| All | -2.4% | -36.7% | +34.2% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling