-22.6%
ACN vs GH
+46.0%
-68.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.9% |
| 7D | +1.6% | -11.2% | +12.8% | +2.8% |
| 30D | +24.6% | -7.2% | +31.9% | +25.4% |
| 3M | +46.2% | -7.1% | +53.3% | +46.5% |
| 6M | +46.2% | +62.3% | -16.2% | +35.4% |
| YTD | -0.9% | +52.1% | -53.0% | -7.7% |
| 1Y | +8.8% | +58.6% | -49.9% | +0.6% |
| 3Y | -14.3% | +619.9% | -634.1% | -38.5% |
| 5Y | -22.6% | +49.7% | -72.3% | -34.9% |
| All | -22.6% | +46.0% | -68.7% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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