-4.3%
ACN vs GGLL
+206.6%
-210.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -2.3% |
| 7D | -4.0% | +2.9% | -6.9% | -4.4% |
| 30D | +19.0% | -33.1% | +52.1% | +23.8% |
| 3M | +42.2% | -31.2% | +73.4% | +47.1% |
| 6M | +50.1% | -49.4% | +99.5% | +59.9% |
| YTD | -2.7% | -26.8% | +24.1% | -2.6% |
| 1Y | +7.6% | -17.7% | +25.3% | +5.3% |
| 3Y | -15.9% | +160.4% | -176.3% | -39.4% |
| All | -4.3% | +206.6% | -210.9% | -38.3% |
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 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