+186.8%
GS vs ACM
-12.3%
+199.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.2% | -4.2% | -5.5% |
| 7D | -6.3% | +5.1% | -11.4% | -8.1% |
| 30D | -3.1% | +11.5% | -14.6% | -7.2% |
| 3M | -17.7% | -10.5% | -7.2% | -14.3% |
| 6M | -4.6% | -20.4% | +15.8% | +4.5% |
| YTD | +0.3% | -28.9% | +29.2% | +15.7% |
| 1Y | +11.7% | -48.7% | +60.4% | +54.5% |
| All | +186.8% | -12.3% | +199.1% | +186.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling