-26.5%
ACN vs GAP
+3.6%
-30.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.3% |
| 7D | -5.7% | -5.2% | -0.6% | -5.1% |
| 30D | +17.0% | -6.9% | +24.0% | +18.1% |
| 3M | +39.9% | +5.7% | +34.2% | +38.3% |
| 6M | +50.2% | +0.9% | +49.3% | +48.6% |
| YTD | -4.2% | -14.5% | +10.3% | -3.3% |
| 1Y | +4.3% | -12.1% | +16.4% | +4.8% |
| 3Y | -17.1% | +72.2% | -89.3% | -29.6% |
| 5Y | -26.5% | +4.5% | -31.0% | -40.1% |
| All | -26.5% | +3.6% | -30.1% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling