+139.3%
GS vs ACM
-2.7%
+142.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.2% | +5.4% | -8.6% | -5.5% |
| 30D | -2.4% | +15.1% | -17.5% | -8.5% |
| 3M | -15.7% | -10.5% | -5.3% | -11.9% |
| 6M | -6.8% | -19.7% | +12.9% | +2.2% |
| YTD | -0.1% | -28.8% | +28.8% | +16.1% |
| 1Y | +12.1% | -47.9% | +60.0% | +54.8% |
| 3Y | +185.8% | -12.4% | +198.1% | +184.2% |
| All | +139.3% | -2.7% | +142.1% | +117.1% |
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