-39.5%
ACN vs GGLL
+245.5%
-285.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -3.1% |
| 7D | -1.5% | -4.8% | +3.3% | -1.1% |
| 30D | +9.4% | -13.7% | +23.1% | +10.6% |
| 3M | +5.6% | -21.9% | +27.5% | +7.1% |
| 6M | -9.3% | +11.7% | -20.9% | -11.6% |
| YTD | -29.0% | +2.3% | -31.2% | -30.2% |
| 1Y | -24.7% | +76.2% | -100.8% | -30.7% |
| All | -39.5% | +245.5% | -285.1% | -51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling