-9.0%
ACN vs GTLB
+102.6%
-111.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.8% |
| 7D | -1.5% | +11.1% | -12.6% | -6.1% |
| 30D | +9.4% | +37.8% | -28.4% | -5.7% |
| 3M | +5.6% | +61.6% | -55.9% | -15.8% |
| All | -9.0% | +102.6% | -111.5% | -34.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling