-1.7%
ACN vs GGLL
+188.6%
-190.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -1.9% |
| 7D | +0.9% | +3.1% | -2.2% | +0.5% |
| 30D | +33.5% | -36.3% | +69.9% | +39.7% |
| 3M | +53.5% | -40.4% | +93.8% | +61.5% |
| 6M | +52.2% | -54.6% | +106.8% | +64.4% |
| YTD | -0.1% | -31.1% | +31.0% | +0.7% |
| 1Y | +11.0% | -19.2% | +30.2% | +8.6% |
| 3Y | -11.8% | +151.5% | -163.3% | -36.5% |
| All | -1.7% | +188.6% | -190.3% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling