-33.2%
GIS vs ACI
-41.8%
+8.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -0.8% |
| 7D | -4.6% | -5.3% | +0.7% | -3.5% |
| 30D | +6.6% | +5.0% | +1.6% | +5.6% |
| 3M | -8.1% | +7.5% | -15.6% | -9.5% |
| 6M | +4.9% | -16.0% | +20.9% | +7.5% |
| YTD | -21.4% | -20.6% | -0.7% | -18.7% |
| 1Y | -21.6% | -23.5% | +1.9% | -18.4% |
| 3Y | -39.3% | -32.1% | -7.2% | -35.8% |
| 5Y | -33.2% | -42.5% | +9.3% | -28.6% |
| All | -33.2% | -41.8% | +8.6% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling