-40.6%
ACN vs GPC
+30.9%
-71.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.7% |
| 7D | -1.5% | +1.2% | -2.7% | -2.0% |
| 30D | +9.4% | +6.0% | +3.4% | +7.0% |
| 3M | +5.6% | +42.6% | -37.0% | -7.3% |
| 6M | -9.3% | +22.8% | -32.0% | -16.0% |
| YTD | -29.0% | +15.5% | -44.4% | -33.3% |
| 1Y | -24.7% | +2.0% | -26.7% | -25.9% |
| 3Y | -39.8% | -1.4% | -38.4% | -41.8% |
| All | -40.6% | +30.9% | -71.5% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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