-25.2%
GIS vs ACI
+32.8%
-58.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.5% |
| 7D | -3.4% | +2.3% | -5.6% | -3.7% |
| 30D | +6.9% | +1.2% | +5.6% | +6.6% |
| 3M | -10.1% | +6.8% | -16.9% | -11.2% |
| 6M | +5.9% | -18.7% | +24.6% | +8.6% |
| YTD | -21.1% | -20.2% | -0.9% | -18.9% |
| 1Y | -22.5% | -23.7% | +1.2% | -19.8% |
| 3Y | -39.0% | -31.6% | -7.3% | -36.2% |
| 5Y | -33.3% | -42.8% | +9.4% | -29.6% |
| All | -25.2% | +32.8% | -58.0% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling