+457.2%
GS vs ACM
+133.7%
+323.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | +1.6% | +6.6% | -5.0% | -1.7% |
| 30D | +1.7% | +19.8% | -18.1% | -7.5% |
| 3M | -11.6% | -3.1% | -8.4% | -11.2% |
| 6M | -1.9% | -11.5% | +9.6% | +2.2% |
| YTD | +5.1% | -24.7% | +29.7% | +18.8% |
| 1Y | +16.4% | -45.1% | +61.5% | +56.0% |
| 3Y | +199.0% | -8.9% | +207.8% | +197.1% |
| 5Y | +157.4% | +5.4% | +152.0% | +131.8% |
| 10Y | +457.2% | +131.1% | +326.2% | +215.6% |
| All | +457.2% | +133.7% | +323.5% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling