+12.6%
GFS vs ACM
-48.7%
+61.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | -7.8% | +5.4% | -13.2% | -7.6% |
| 30D | -19.7% | +15.1% | -34.8% | -19.2% |
| 3M | -23.1% | -10.5% | -12.7% | -22.8% |
| 6M | -46.4% | -19.7% | -26.7% | -45.2% |
| YTD | +11.0% | -28.8% | +39.9% | +11.4% |
| 1Y | +12.6% | -47.9% | +60.5% | +13.5% |
| All | +12.6% | -48.7% | +61.4% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling