-22.8%
GIS vs ACGL
+158.6%
-181.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.9% | -1.0% |
| 7D | -8.3% | -2.9% | -5.3% | -7.7% |
| 30D | +2.2% | -2.8% | +5.0% | +2.8% |
| 3M | +15.7% | +6.8% | +8.9% | +14.2% |
| 6M | -12.0% | -1.5% | -10.4% | -11.8% |
| YTD | -15.0% | -0.2% | -14.8% | -15.1% |
| 1Y | -20.1% | +5.3% | -25.4% | -21.1% |
| 3Y | -34.6% | +30.3% | -64.9% | -38.0% |
| 5Y | -22.8% | +151.8% | -174.7% | -37.3% |
| All | -22.8% | +158.6% | -181.5% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling