+466.9%
GS vs ACI
+39.5%
+427.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | 0.0% | +3.4% |
| 7D | +0.3% | +4.5% | -4.2% | 0.0% |
| 30D | +3.9% | +20.9% | -17.0% | +2.6% |
| 3M | -11.4% | +15.2% | -26.7% | -12.3% |
| 6M | +3.7% | -13.3% | +17.0% | +4.4% |
| YTD | +7.1% | -16.2% | +23.3% | +7.9% |
| 1Y | +19.7% | -16.9% | +36.5% | +20.6% |
| 3Y | +202.8% | -30.8% | +233.7% | +209.3% |
| 5Y | +156.7% | -39.4% | +196.1% | +161.6% |
| All | +466.9% | +39.5% | +427.4% | +470.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling