-32.0%
GFS vs ACM
+3.6%
-35.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.2% | -0.3% | +2.5% |
| 7D | -3.1% | +6.9% | -10.0% | -6.1% |
| 30D | -16.0% | +19.1% | -35.1% | -22.7% |
| 3M | -24.7% | -6.9% | -17.8% | -22.7% |
| 6M | -45.1% | -12.0% | -33.1% | -42.4% |
| YTD | +16.5% | -25.1% | +41.6% | +31.0% |
| 1Y | +19.3% | -45.4% | +64.7% | +66.0% |
| 3Y | -20.0% | -6.9% | -13.0% | -28.1% |
| 5Y | -32.0% | +3.7% | -35.8% | -45.1% |
| All | -32.0% | +3.6% | -35.6% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling