+541.2%
GS vs ACM
+230.8%
+310.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | +0.9% | -3.7% | +4.7% | +3.0% |
| 30D | -1.6% | -11.1% | +9.5% | +3.5% |
| 3M | -4.5% | -8.0% | +3.5% | -1.9% |
| 6M | +20.9% | -29.7% | +50.5% | +41.9% |
| YTD | +19.9% | -29.4% | +49.3% | +39.6% |
| 1Y | +41.4% | -46.4% | +87.8% | +89.0% |
| 3Y | +239.2% | -22.3% | +261.5% | +268.9% |
| 5Y | +185.0% | +4.5% | +180.6% | +160.2% |
| 10Y | +655.0% | +127.6% | +527.3% | +326.4% |
| All | +541.2% | +230.8% | +310.4% | +153.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling