-22.9%
GIS vs ACI
-43.7%
+20.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.2% |
| 7D | -8.6% | -5.0% | -3.6% | -7.7% |
| 30D | -0.5% | -2.3% | +1.9% | 0.0% |
| 3M | +11.9% | -23.2% | +35.1% | +16.5% |
| 6M | -11.6% | -29.5% | +17.9% | -6.7% |
| YTD | -16.3% | -28.6% | +12.3% | -11.9% |
| 1Y | -21.8% | -34.0% | +12.3% | -16.7% |
| 3Y | -35.7% | -45.0% | +9.3% | -29.9% |
| 5Y | -22.9% | -44.0% | +21.1% | -16.8% |
| All | -22.9% | -43.7% | +20.8% | -16.8% |
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