-19.4%
GFS vs ACM
-21.7%
+2.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +1.0% | -3.7% | +4.7% | +2.1% |
| 30D | -8.6% | -11.1% | +2.5% | -5.3% |
| 3M | -46.5% | -8.0% | -38.6% | -45.5% |
| 6M | -4.8% | -29.7% | +24.8% | +8.1% |
| YTD | +29.7% | -29.4% | +59.0% | +44.2% |
| 1Y | +35.8% | -46.4% | +82.3% | +75.8% |
| All | -19.4% | -21.7% | +2.3% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling