+11.9%
ACN vs GFS
+15.5%
-3.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.9% | +9.8% | +2.4% |
| 7D | +8.6% | -12.5% | +21.1% | +5.5% |
| 30D | +36.6% | -16.9% | +53.5% | +31.7% |
| 3M | +56.3% | -22.3% | +78.6% | +49.4% |
| 6M | +49.7% | -40.2% | +89.9% | +35.8% |
| YTD | +1.3% | +16.0% | -14.6% | -9.1% |
| 1Y | +11.9% | +17.7% | -5.7% | -1.6% |
| All | +11.9% | +15.5% | -3.6% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling