-33.8%
GIS vs ACGL
+173.3%
-207.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.3% |
| 7D | -3.4% | +2.2% | -5.5% | -3.9% |
| 30D | +6.9% | +12.3% | -5.4% | +4.1% |
| 3M | -10.1% | +11.8% | -21.9% | -12.4% |
| 6M | +5.9% | +17.5% | -11.6% | +2.1% |
| YTD | -21.1% | +14.3% | -35.4% | -23.6% |
| 1Y | -22.5% | +18.2% | -40.7% | -25.4% |
| 3Y | -39.0% | +33.2% | -72.1% | -42.7% |
| All | -33.8% | +173.3% | -207.1% | -47.2% |
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