+488.8%
GS vs ACGL
+351.1%
+137.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.3% |
| 7D | -6.3% | +6.4% | -12.7% | -9.3% |
| 30D | -3.1% | +16.6% | -19.8% | -10.6% |
| 3M | -17.7% | +11.6% | -29.2% | -22.4% |
| 6M | -4.6% | +17.5% | -22.0% | -13.5% |
| YTD | +0.3% | +15.3% | -15.0% | -8.9% |
| 1Y | +11.7% | +26.3% | -14.6% | -3.6% |
| 3Y | +183.6% | +35.9% | +147.6% | +127.0% |
| 5Y | +141.0% | +168.2% | -27.2% | +21.7% |
| All | +488.8% | +351.1% | +137.7% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling