-46.6%
ACN vs GFS
-2.1%
-44.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.1% |
| 7D | -6.3% | +4.5% | -10.8% | -6.9% |
| 30D | -1.4% | -8.2% | +6.8% | -0.4% |
| 3M | +2.6% | -38.9% | +41.4% | +8.3% |
| 6M | -14.3% | -2.9% | -11.4% | -19.5% |
| YTD | -33.1% | +31.8% | -64.9% | -42.4% |
| 1Y | -28.8% | +43.1% | -71.9% | -40.1% |
| 3Y | -43.0% | -20.6% | -22.3% | -46.7% |
| All | -46.6% | -2.1% | -44.4% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling