+459.9%
GS vs ACI
+32.8%
+427.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +5.9% | +2.3% | +3.6% | +5.7% |
| 30D | +4.3% | +1.2% | +3.1% | +4.2% |
| 3M | -11.7% | +6.8% | -18.5% | -12.1% |
| 6M | -3.2% | -18.7% | +15.6% | -2.1% |
| YTD | +5.8% | -20.2% | +26.0% | +6.9% |
| 1Y | +16.0% | -23.7% | +39.8% | +17.7% |
| 3Y | +199.8% | -31.6% | +231.4% | +205.9% |
| 5Y | +155.5% | -42.8% | +198.3% | +161.3% |
| All | +459.9% | +32.8% | +427.1% | +464.9% |
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