+683.2%
GIS vs ACGL
+4,429.2%
-3,746.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.7% | -2.2% |
| 7D | -7.8% | -0.7% | -7.1% | -7.8% |
| 30D | +6.6% | -1.0% | +7.6% | +6.7% |
| 3M | +21.0% | +11.0% | +9.9% | +19.2% |
| 6M | -9.1% | -0.3% | -8.7% | -9.1% |
| YTD | -13.6% | +2.3% | -15.9% | -14.0% |
| 1Y | -18.0% | +6.4% | -24.4% | -18.8% |
| 3Y | -33.7% | +34.0% | -67.6% | -36.6% |
| 5Y | -19.4% | +161.6% | -181.1% | -30.0% |
| 10Y | -21.3% | +278.6% | -299.8% | -36.1% |
| All | +683.2% | +4,429.2% | -3,746.1% | +421.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling