-18.1%
GIS vs ACI
+25.9%
-43.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -7.8% | +0.2% | -8.0% | -7.9% |
| 30D | +6.6% | +5.9% | +0.7% | +5.6% |
| 3M | +21.0% | -19.8% | +40.7% | +24.6% |
| 6M | -9.1% | -24.7% | +15.7% | -5.5% |
| YTD | -13.6% | -24.4% | +10.8% | -10.4% |
| 1Y | -18.0% | -31.5% | +13.5% | -13.8% |
| 3Y | -33.7% | -38.7% | +5.0% | -29.4% |
| 5Y | -19.4% | -42.8% | +23.4% | -14.7% |
| All | -18.1% | +25.9% | -43.9% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling