+486.7%
GS vs ACGL
+337.7%
+149.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +1.1% |
| 7D | -3.2% | +0.9% | -4.1% | -3.7% |
| 30D | -2.4% | +13.7% | -16.1% | -8.8% |
| 3M | -15.7% | +8.0% | -23.8% | -19.3% |
| 6M | -6.8% | +13.3% | -20.1% | -13.9% |
| YTD | -0.1% | +11.8% | -11.9% | -7.8% |
| 1Y | +12.1% | +22.2% | -10.1% | -1.7% |
| 3Y | +185.8% | +32.5% | +153.3% | +131.6% |
| 5Y | +140.1% | +160.2% | -20.1% | +23.1% |
| All | +486.7% | +337.7% | +149.0% | +83.0% |
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