-2.5%
ACN vs GGLL
+194.0%
-196.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | +1.6% | +5.1% | -3.5% | +1.0% |
| 30D | +24.6% | -35.5% | +60.1% | +30.2% |
| 3M | +46.2% | -39.2% | +85.3% | +53.5% |
| 6M | +46.2% | -54.4% | +100.5% | +57.8% |
| YTD | -0.9% | -29.8% | +29.0% | -0.3% |
| 1Y | +8.8% | -20.4% | +29.2% | +6.8% |
| 3Y | -14.3% | +149.7% | -164.0% | -37.9% |
| All | -2.5% | +194.0% | -196.5% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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