+88.5%
ACN vs GAP
+28.3%
+60.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.1% |
| 7D | -6.3% | -3.2% | -3.2% | -5.9% |
| 30D | -1.4% | -0.7% | -0.7% | -1.5% |
| 3M | +2.6% | -0.5% | +3.0% | +2.4% |
| 6M | -14.3% | -5.0% | -9.3% | -14.5% |
| YTD | -33.1% | -14.7% | -18.5% | -32.3% |
| 1Y | -28.8% | -8.6% | -20.2% | -28.8% |
| 3Y | -43.0% | +108.4% | -151.3% | -52.7% |
| 5Y | -44.0% | +5.8% | -49.8% | -50.7% |
| 10Y | +88.5% | +29.6% | +58.9% | +43.5% |
| All | +88.5% | +28.3% | +60.3% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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