+1,183.0%
GLW vs ACN
+2,379.5%
-1,196.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -2.4% | +11.6% | +10.2% |
| 7D | -5.9% | -2.5% | -3.4% | -5.2% |
| 30D | -26.0% | +22.6% | -48.6% | -33.0% |
| 3M | -29.9% | +45.9% | -75.8% | -42.7% |
| 6M | -37.8% | +43.8% | -81.6% | -52.1% |
| YTD | +33.1% | -2.5% | +35.6% | +20.4% |
| 1Y | +36.8% | +6.5% | +30.3% | +17.6% |
| 3Y | +356.1% | -14.2% | +370.3% | +324.1% |
| 5Y | +243.8% | -24.4% | +268.2% | +235.3% |
| 10Y | +542.4% | +156.3% | +386.1% | +224.7% |
| All | +1,183.0% | +2,379.5% | -1,196.5% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling