-21.3%
GFS vs ACI
-32.4%
+11.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.6% | -6.2% | -9.8% |
| 7D | -20.7% | +3.5% | -24.2% | -20.8% |
| 30D | -25.2% | +16.8% | -42.0% | -25.7% |
| 3M | -26.3% | +13.1% | -39.4% | -26.7% |
| 6M | -50.7% | -15.6% | -35.1% | -50.3% |
| YTD | +4.5% | -19.2% | +23.8% | +5.5% |
| 1Y | +2.5% | -20.7% | +23.1% | +3.6% |
| 3Y | -30.9% | -33.4% | +2.4% | -28.6% |
| 5Y | -42.6% | -41.7% | -0.9% | -40.3% |
| All | -21.3% | -32.4% | +11.0% | -22.3% |
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