+185.7%
GS vs ACI
-42.9%
+228.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.0% |
| 3M | -4.5% | -19.8% | +15.3% | -3.0% |
| 6M | +20.9% | -24.7% | +45.6% | +23.2% |
| YTD | +19.9% | -24.4% | +44.3% | +21.8% |
| 1Y | +41.4% | -31.5% | +72.9% | +45.4% |
| 3Y | +239.2% | -38.7% | +277.8% | +252.2% |
| All | +185.7% | -42.9% | +228.7% | +192.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling