-22.8%
GIS vs ACM
+4.8%
-27.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -8.3% | -0.3% | -8.0% | -8.3% |
| 30D | +2.2% | -12.9% | +15.1% | +2.8% |
| 3M | +15.7% | -6.4% | +22.1% | +15.9% |
| 6M | -12.0% | -29.2% | +17.3% | -10.2% |
| YTD | -15.0% | -29.9% | +15.0% | -13.3% |
| 1Y | -20.1% | -47.3% | +27.1% | -16.8% |
| 3Y | -34.6% | -19.6% | -15.0% | -35.0% |
| 5Y | -22.8% | +5.5% | -28.4% | -26.0% |
| All | -22.8% | +4.8% | -27.6% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling