-43.5%
ACN vs GIS
-25.0%
-18.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +2.0% |
| 7D | -7.9% | -8.4% | +0.5% | -5.8% |
| 30D | -1.1% | -5.2% | +4.1% | +0.3% |
| 3M | +5.6% | +8.2% | -2.6% | +4.2% |
| 6M | -9.9% | -12.0% | +2.1% | -7.9% |
| YTD | -32.3% | -18.9% | -13.5% | -29.9% |
| 1Y | -25.3% | -23.6% | -1.7% | -21.9% |
| 3Y | -42.3% | -37.6% | -4.7% | -38.1% |
| 5Y | -43.5% | -25.2% | -18.3% | -43.8% |
| All | -43.5% | -25.0% | -18.5% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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