-16.8%
GIS vs ACM
+124.8%
-141.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.3% |
| 7D | -8.6% | -3.7% | -4.9% | -8.3% |
| 30D | -0.5% | -12.7% | +12.2% | +0.5% |
| 3M | +11.9% | -9.8% | +21.7% | +12.6% |
| 6M | -11.6% | -31.4% | +19.8% | -9.1% |
| YTD | -16.3% | -32.1% | +15.8% | -14.0% |
| 1Y | -21.8% | -47.8% | +26.1% | -17.8% |
| 3Y | -35.7% | -22.1% | -13.6% | -35.2% |
| 5Y | -22.9% | +1.8% | -24.7% | -24.8% |
| 10Y | -16.8% | +132.5% | -149.4% | -25.5% |
| All | -16.8% | +124.8% | -141.6% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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