-20.1%
GIS vs ACGL
+2.4%
-22.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.9% | -0.6% |
| 7D | -8.3% | -2.9% | -5.3% | -7.2% |
| 30D | +2.2% | -2.8% | +5.0% | +3.3% |
| 3M | +15.7% | +6.8% | +8.9% | +13.1% |
| 6M | -12.0% | -1.5% | -10.4% | -12.0% |
| YTD | -15.0% | -0.2% | -14.8% | -15.6% |
| 1Y | -20.1% | +5.3% | -25.4% | -21.8% |
| All | -20.1% | +2.4% | -22.5% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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