+243.0%
GS vs ACGL
+34.2%
+208.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | +0.9% | -0.7% | +1.7% | +1.1% |
| 30D | -1.6% | -1.0% | -0.6% | -1.4% |
| 3M | -4.5% | +11.0% | -15.5% | -7.2% |
| 6M | +20.9% | -0.3% | +21.2% | +20.5% |
| YTD | +19.9% | +2.3% | +17.6% | +18.3% |
| 1Y | +41.4% | +6.4% | +35.0% | +37.7% |
| All | +243.0% | +34.2% | +208.7% | +219.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling