+185.7%
GS vs ACM
+5.0%
+180.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | +0.9% | -3.7% | +4.7% | +2.7% |
| 30D | -1.6% | -11.1% | +9.5% | +3.2% |
| 3M | -4.5% | -8.0% | +3.5% | -2.0% |
| 6M | +20.9% | -29.7% | +50.5% | +41.9% |
| YTD | +19.9% | -29.4% | +49.3% | +39.5% |
| 1Y | +41.4% | -46.4% | +87.8% | +89.9% |
| 3Y | +239.2% | -22.3% | +261.5% | +262.5% |
| All | +185.7% | +5.0% | +180.8% | +158.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling