+342.1%
GLW vs ACN
-40.9%
+383.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.3% | +9.0% | +5.7% |
| 7D | +3.8% | -1.5% | +5.3% | +3.8% |
| 30D | -1.3% | +9.4% | -10.7% | -1.4% |
| 3M | -21.8% | +5.6% | -27.5% | -19.6% |
| 6M | +6.9% | -9.3% | +16.1% | +12.9% |
| YTD | +77.2% | -29.0% | +106.1% | +101.7% |
| 1Y | +123.2% | -24.7% | +147.9% | +146.6% |
| 3Y | +400.0% | -39.8% | +439.8% | +491.0% |
| All | +342.1% | -40.9% | +383.1% | +386.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling