+534.5%
GS vs ACI
+25.9%
+508.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.3% |
| 6M | +20.9% | -24.7% | +45.6% | +22.8% |
| YTD | +19.9% | -24.4% | +44.3% | +21.6% |
| 1Y | +41.4% | -31.5% | +72.9% | +44.6% |
| 3Y | +239.2% | -38.7% | +277.8% | +249.4% |
| 5Y | +185.0% | -42.8% | +227.8% | +191.9% |
| All | +534.5% | +25.9% | +508.6% | +542.6% |
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