+2,330.4%
ACN vs GIS
+252.1%
+2,078.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.6% |
| 7D | -3.8% | -3.4% | -0.5% | -2.7% |
| 30D | +16.5% | +6.9% | +9.6% | +14.0% |
| 3M | +41.5% | -10.1% | +51.6% | +46.5% |
| 6M | +60.1% | +5.9% | +54.2% | +56.9% |
| YTD | -3.9% | -21.1% | +17.2% | +3.3% |
| 1Y | +4.1% | -22.5% | +26.6% | +12.6% |
| 3Y | -15.9% | -39.0% | +23.1% | -2.9% |
| 5Y | -26.3% | -33.3% | +7.0% | -19.2% |
| 10Y | +148.2% | -17.0% | +165.3% | +141.6% |
| All | +2,330.4% | +252.1% | +2,078.3% | +1,231.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling