-43.2%
ACN vs GTLB
-49.8%
+6.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.9% |
| 7D | -7.9% | -4.1% | -3.8% | -7.3% |
| 30D | -1.1% | +12.3% | -13.4% | -3.0% |
| 3M | +5.6% | +65.9% | -60.3% | -2.7% |
| 6M | -9.9% | +104.0% | -113.9% | -19.6% |
| YTD | -32.3% | +26.0% | -58.4% | -35.7% |
| 1Y | -25.3% | -3.5% | -21.8% | -26.9% |
| 3Y | -42.3% | -9.6% | -32.6% | -45.0% |
| All | -43.2% | -49.8% | +6.6% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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