-24.9%
GFS vs ACM
-12.3%
-12.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | -7.8% | +5.4% | -13.2% | -9.1% |
| 30D | -19.7% | +15.1% | -34.8% | -22.7% |
| 3M | -23.1% | -10.5% | -12.7% | -20.7% |
| 6M | -46.4% | -19.7% | -26.7% | -42.3% |
| YTD | +11.0% | -28.8% | +39.9% | +22.8% |
| 1Y | +12.6% | -47.9% | +60.5% | +48.4% |
| 3Y | -24.9% | -12.4% | -12.6% | -32.1% |
| All | -24.9% | -12.3% | -12.6% | -32.1% |
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