-23.4%
ACN vs GFS
-9.0%
-14.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.4% |
| 7D | -5.7% | +17.2% | -23.0% | -7.5% |
| 30D | +17.0% | -8.7% | +25.8% | +17.7% |
| 3M | +39.9% | -19.7% | +59.5% | +42.7% |
| 6M | +50.2% | -40.7% | +90.9% | +55.8% |
| YTD | -4.2% | +22.5% | -26.7% | -17.3% |
| 1Y | +4.3% | +25.2% | -20.9% | -10.7% |
| 3Y | -17.1% | -17.7% | +0.6% | -24.4% |
| 5Y | -26.5% | -23.5% | -3.0% | -33.6% |
| All | -23.4% | -9.0% | -14.4% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling