-19.5%
ACN vs GTLB
-49.8%
+30.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -5.7% | -3.5% | -2.2% | -5.2% |
| 30D | +17.0% | -9.0% | +26.0% | +18.5% |
| 3M | +39.9% | +15.9% | +24.0% | +36.2% |
| 6M | +50.2% | +104.9% | -54.7% | +34.0% |
| YTD | -4.2% | +26.0% | -30.1% | -9.1% |
| 1Y | +4.3% | +1.8% | +2.5% | +1.4% |
| 3Y | -17.1% | +6.0% | -23.1% | -22.6% |
| 5Y | -26.5% | -62.2% | +35.7% | -30.5% |
| All | -19.5% | -49.8% | +30.3% | -24.9% |
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