-40.3%
ACN vs GTLB
-47.1%
+6.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.5% |
| 7D | -1.5% | +11.1% | -12.6% | -3.2% |
| 30D | +9.4% | +37.8% | -28.4% | +3.8% |
| 3M | +5.6% | +61.6% | -55.9% | -2.3% |
| 6M | -9.3% | +98.9% | -108.2% | -18.8% |
| YTD | -29.0% | +32.8% | -61.7% | -33.1% |
| 1Y | -24.7% | +14.7% | -39.3% | -28.1% |
| 3Y | -39.8% | +1.3% | -41.2% | -43.6% |
| All | -40.3% | -47.1% | +6.8% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling