+1,697.2%
ACN vs GD
+1,382.3%
+314.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.5% |
| 7D | -1.5% | -5.3% | +3.7% | +0.9% |
| 30D | +9.4% | -6.4% | +15.8% | +12.7% |
| 3M | +5.6% | +5.7% | -0.1% | +3.2% |
| 6M | -9.3% | -0.9% | -8.3% | -8.9% |
| YTD | -29.0% | +8.2% | -37.1% | -31.5% |
| 1Y | -24.7% | +13.4% | -38.1% | -29.0% |
| 3Y | -39.8% | +68.5% | -108.3% | -53.3% |
| 5Y | -40.9% | +97.2% | -138.1% | -57.5% |
| 10Y | +91.1% | +190.2% | -99.1% | +13.5% |
| All | +1,697.2% | +1,382.3% | +314.9% | +511.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling