-23.3%
GIS vs ACI
+21.2%
-44.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.6% | -0.8% |
| 7D | -6.4% | -3.7% | -2.6% | -5.8% |
| 30D | -6.1% | +0.6% | -6.7% | -6.2% |
| 3M | +7.8% | -20.3% | +28.2% | +11.2% |
| 6M | -8.8% | -24.7% | +15.9% | -5.2% |
| YTD | -19.1% | -27.2% | +8.1% | -15.5% |
| 1Y | -24.8% | -32.7% | +8.0% | -20.6% |
| 3Y | -37.6% | -43.9% | +6.3% | -32.7% |
| 5Y | -25.4% | -38.9% | +13.4% | -21.5% |
| All | -23.3% | +21.2% | -44.5% | -28.9% |
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