+438.8%
GS vs ACM
+132.6%
+306.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | 0.0% |
| 7D | +5.9% | +5.6% | +0.2% | +2.8% |
| 30D | +4.3% | +20.8% | -16.5% | -5.7% |
| 3M | -11.7% | +11.4% | -23.1% | -17.2% |
| 6M | -3.2% | +0.9% | -4.1% | -5.6% |
| YTD | +5.8% | -24.8% | +30.6% | +19.9% |
| 1Y | +16.0% | -46.4% | +62.5% | +58.6% |
| 3Y | +199.8% | -9.2% | +209.0% | +198.1% |
| 5Y | +155.5% | +5.0% | +150.5% | +129.6% |
| All | +438.8% | +132.6% | +306.2% | +206.6% |
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