-4.0%
ACN vs GGLL
+195.8%
-199.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.8% | -2.6% |
| 7D | -2.5% | +6.3% | -8.9% | -3.2% |
| 30D | +22.6% | -35.1% | +57.7% | +28.0% |
| 3M | +45.9% | -37.7% | +83.6% | +52.8% |
| 6M | +43.8% | -54.1% | +97.9% | +55.2% |
| YTD | -2.5% | -29.4% | +27.0% | -1.9% |
| 1Y | +6.5% | -13.4% | +19.9% | +3.1% |
| 3Y | -14.2% | +158.3% | -172.5% | -38.4% |
| All | -4.0% | +195.8% | -199.8% | -37.8% |
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