+1,697.2%
ACN vs GIS
+285.5%
+1,411.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -2.5% |
| 7D | -1.5% | -7.8% | +6.3% | +1.2% |
| 30D | +9.4% | +6.6% | +2.8% | +7.0% |
| 3M | +5.6% | +21.0% | -15.3% | -0.9% |
| 6M | -9.3% | -9.1% | -0.2% | -6.5% |
| YTD | -29.0% | -13.6% | -15.4% | -25.8% |
| 1Y | -24.7% | -18.0% | -6.6% | -20.1% |
| 3Y | -39.8% | -33.7% | -6.2% | -32.5% |
| 5Y | -40.9% | -19.4% | -21.5% | -39.5% |
| 10Y | +91.1% | -21.3% | +112.4% | +91.5% |
| All | +1,697.2% | +285.5% | +1,411.8% | +855.4% |
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