+93.1%
ACN vs GFI
+1,066.8%
-973.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.6% | +3.4% |
| 7D | -1.5% | -4.9% | +3.3% | -1.4% |
| 30D | +2.1% | +10.7% | -8.6% | +1.9% |
| 3M | +11.1% | +25.6% | -14.5% | +10.6% |
| 6M | -6.8% | -8.3% | +1.4% | -6.8% |
| YTD | -30.0% | +6.3% | -36.4% | -30.4% |
| 1Y | -23.1% | +22.1% | -45.2% | -24.0% |
| 3Y | -40.4% | +289.2% | -329.6% | -43.8% |
| 5Y | -41.6% | +531.7% | -573.2% | -46.0% |
| All | +93.1% | +1,066.8% | -973.8% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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