+243.0%
GS vs ACI
-38.5%
+281.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +0.9% | +0.2% | +0.8% | +0.9% |
| 30D | -1.6% | +5.9% | -7.5% | -1.6% |
| 3M | -4.5% | -19.8% | +15.3% | -4.3% |
| 6M | +20.9% | -24.7% | +45.6% | +21.0% |
| YTD | +19.9% | -24.4% | +44.3% | +19.7% |
| 1Y | +41.4% | -31.5% | +72.9% | +42.9% |
| All | +243.0% | -38.5% | +281.5% | +251.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling