+1,833.6%
GS vs ACGL
+6,658.4%
-4,824.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +2.4% |
| 7D | +0.3% | +8.0% | -7.7% | -3.1% |
| 30D | +3.9% | +17.3% | -13.4% | -3.5% |
| 3M | -11.4% | +11.2% | -22.7% | -15.9% |
| 6M | +3.7% | +18.2% | -14.5% | -5.0% |
| YTD | +7.1% | +15.4% | -8.3% | -1.4% |
| 1Y | +19.7% | +26.5% | -6.9% | +5.4% |
| 3Y | +202.8% | +36.1% | +166.8% | +152.1% |
| 5Y | +156.7% | +175.9% | -19.2% | +49.7% |
| 10Y | +548.7% | +352.4% | +196.3% | +198.5% |
| All | +1,833.6% | +6,658.4% | -4,824.9% | +447.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling