-21.4%
ACN vs GD
+97.4%
-118.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +1.5% |
| 7D | +7.3% | -3.9% | +11.2% | +9.3% |
| 30D | +38.2% | +8.1% | +30.1% | +32.8% |
| 3M | +56.6% | -6.8% | +63.3% | +61.7% |
| 6M | +51.1% | +3.0% | +48.1% | +49.0% |
| YTD | +1.7% | +7.8% | -6.1% | -1.9% |
| 1Y | +10.1% | +5.8% | +4.3% | +7.0% |
| 3Y | -10.3% | +55.3% | -65.6% | -28.7% |
| 5Y | -21.4% | +96.7% | -118.1% | -46.7% |
| All | -21.4% | +97.4% | -118.8% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling