+448.8%
GS vs ACN
+155.2%
+293.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | +1.6% | +1.6% | 0.0% | +0.9% |
| 30D | +1.7% | +24.6% | -23.0% | -8.0% |
| 3M | -11.6% | +46.2% | -57.8% | -26.6% |
| 6M | -1.9% | +46.2% | -48.1% | -20.9% |
| YTD | +5.1% | -0.9% | +5.9% | +2.7% |
| 1Y | +16.4% | +8.8% | +7.7% | +7.4% |
| 3Y | +199.0% | -14.3% | +213.2% | +204.2% |
| 5Y | +157.4% | -22.6% | +180.0% | +172.1% |
| All | +448.8% | +155.2% | +293.7% | +173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 10y: compounded portfolio wealth divided by compounded ACN 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…
10y analysis · Full analysis span regression · 6 months rolling