+339.2%
GLW vs ACN
-16.0%
+355.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.2% |
| 7D | +7.7% | -3.8% | +11.6% | +6.5% |
| 30D | -18.8% | +16.5% | -35.4% | -14.5% |
| 3M | -27.7% | +41.5% | -69.2% | -18.4% |
| 6M | -44.4% | +60.1% | -104.5% | -32.6% |
| YTD | +31.3% | -3.9% | +35.2% | +67.3% |
| 1Y | +40.0% | +4.1% | +36.0% | +74.6% |
| 3Y | +339.2% | -15.9% | +355.1% | +435.7% |
| All | +339.2% | -16.0% | +355.2% | +435.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 3y: compounded portfolio wealth divided by compounded ACN 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…
3y analysis · Full analysis span regression · 6 months rolling