+438.8%
GS vs ACN
+148.3%
+290.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +5.9% | -3.8% | +9.7% | +7.5% |
| 30D | +4.3% | +16.5% | -12.2% | -2.9% |
| 3M | -11.7% | +41.5% | -53.1% | -25.7% |
| 6M | -3.2% | +60.1% | -63.2% | -25.7% |
| YTD | +5.8% | -3.9% | +9.7% | +4.7% |
| 1Y | +16.0% | +4.1% | +11.9% | +9.2% |
| 3Y | +199.8% | -15.9% | +215.6% | +206.4% |
| 5Y | +155.5% | -26.3% | +181.9% | +177.2% |
| All | +438.8% | +148.3% | +290.6% | +170.0% |
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