+1,074.4%
GLW vs ACN
+2,439.2%
-1,364.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.3% |
| 7D | -13.9% | +0.9% | -14.8% | -14.4% |
| 30D | -35.0% | +33.5% | -68.5% | -43.4% |
| 3M | -32.4% | +53.5% | -85.8% | -45.8% |
| 6M | -41.3% | +52.2% | -93.6% | -56.0% |
| YTD | +21.8% | -0.1% | +22.0% | +9.3% |
| 1Y | +21.8% | +11.0% | +10.8% | +2.7% |
| 3Y | +307.7% | -11.8% | +319.5% | +274.9% |
| 5Y | +213.7% | -22.8% | +236.5% | +203.7% |
| 10Y | +509.3% | +162.4% | +346.8% | +205.2% |
| All | +1,074.4% | +2,439.2% | -1,364.9% | +51.3% |
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