+91.6%
ACN vs GD
+190.3%
-98.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.4% |
| 7D | -1.5% | -5.3% | +3.7% | +1.3% |
| 30D | +9.4% | -6.4% | +15.8% | +13.2% |
| 3M | +5.6% | +5.7% | -0.1% | +2.7% |
| 6M | -9.3% | -0.9% | -8.3% | -8.9% |
| YTD | -29.0% | +8.2% | -37.1% | -32.0% |
| 1Y | -24.7% | +13.4% | -38.1% | -29.8% |
| 3Y | -39.8% | +68.5% | -108.3% | -55.8% |
| 5Y | -40.9% | +97.2% | -138.1% | -60.6% |
| All | +91.6% | +190.3% | -98.7% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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