+93.1%
ACN vs GNRC
+448.8%
-355.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.4% | +2.8% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | +2.1% | -15.7% | +17.8% | +5.2% |
| 3M | +11.1% | -27.3% | +38.4% | +16.3% |
| 6M | -6.8% | -12.1% | +5.2% | -7.8% |
| YTD | -30.0% | +37.1% | -67.2% | -38.4% |
| 1Y | -23.1% | -0.5% | -22.7% | -27.5% |
| 3Y | -40.4% | +61.5% | -101.9% | -52.1% |
| 5Y | -41.6% | -58.6% | +17.0% | -36.4% |
| All | +93.1% | +448.8% | -355.8% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling