+139.3%
GS vs ACI
-43.3%
+182.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.1% |
| 7D | -3.2% | -2.2% | -1.0% | -3.0% |
| 30D | -2.4% | +10.3% | -12.7% | -3.2% |
| 3M | -15.7% | +7.2% | -22.9% | -16.2% |
| 6M | -6.8% | -18.0% | +11.2% | -5.5% |
| YTD | -0.1% | -22.0% | +21.9% | +1.4% |
| 1Y | +12.1% | -23.4% | +35.5% | +14.0% |
| 3Y | +185.8% | -35.8% | +221.6% | +196.6% |
| All | +139.3% | -43.3% | +182.7% | +145.7% |
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