+466.2%
GS vs ACI
+32.1%
+434.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.9% |
| 7D | -0.1% | -5.3% | +5.2% | +0.2% |
| 30D | +3.7% | +5.0% | -1.4% | +3.3% |
| 3M | -10.0% | +7.5% | -17.5% | -10.4% |
| 6M | -1.0% | -16.0% | +15.0% | -0.1% |
| YTD | +7.0% | -20.6% | +27.6% | +8.1% |
| 1Y | +16.6% | -23.5% | +40.2% | +18.2% |
| 3Y | +204.4% | -32.1% | +236.5% | +210.8% |
| 5Y | +160.0% | -42.5% | +202.5% | +165.9% |
| All | +466.2% | +32.1% | +434.1% | +471.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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