-21.3%
GFS vs ACM
+4.6%
-26.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.2% | -7.7% | -8.9% |
| 7D | -20.7% | +5.1% | -25.8% | -22.5% |
| 30D | -25.2% | +11.5% | -36.7% | -29.1% |
| 3M | -26.3% | -10.5% | -15.8% | -23.1% |
| 6M | -50.7% | -20.4% | -30.3% | -45.5% |
| YTD | +4.5% | -28.9% | +33.4% | +20.3% |
| 1Y | +2.5% | -48.7% | +51.1% | +46.9% |
| 3Y | -30.9% | -12.5% | -18.4% | -35.8% |
| 5Y | -42.6% | +0.5% | -43.2% | -51.9% |
| All | -21.3% | +4.6% | -26.0% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling