-9.9%
ACN vs GNRC
-12.6%
+2.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +0.5% |
| 7D | -7.9% | -0.7% | -7.1% | -8.0% |
| 30D | -1.1% | -15.8% | +14.8% | -5.4% |
| 3M | +5.6% | -24.0% | +29.6% | -3.2% |
| 6M | -9.9% | -13.8% | +3.8% | -16.7% |
| All | -9.9% | -12.6% | +2.6% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling