+15.9%
GS vs ACM
-46.1%
+62.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.2% | -0.5% | +3.6% |
| 7D | +0.8% | +6.9% | -6.1% | -0.4% |
| 30D | +1.2% | +19.1% | -17.8% | -1.9% |
| 3M | -12.4% | -6.9% | -5.5% | -11.2% |
| 6M | -2.3% | -12.0% | +9.7% | +0.3% |
| YTD | +4.6% | -25.1% | +29.7% | +13.4% |
| All | +15.9% | -46.1% | +62.0% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling