+472.9%
GS vs ACM
+240.6%
+232.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.6% | +2.0% |
| 7D | +0.3% | +9.5% | -9.2% | -4.4% |
| 30D | +3.9% | +14.7% | -10.9% | -3.4% |
| 3M | -11.4% | -9.5% | -1.9% | -8.0% |
| 6M | +3.7% | -18.0% | +21.7% | +12.1% |
| YTD | +7.1% | -27.3% | +34.4% | +22.5% |
| 1Y | +19.7% | -47.0% | +66.7% | +60.9% |
| 3Y | +202.8% | -10.6% | +213.4% | +205.1% |
| 5Y | +156.7% | +5.3% | +151.4% | +133.8% |
| 10Y | +548.7% | +167.0% | +381.7% | +237.2% |
| All | +472.9% | +240.6% | +232.3% | +122.5% |
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