+654.3%
GS vs ACN
+90.8%
+563.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +1.5% |
| 7D | +0.9% | -1.5% | +2.5% | +1.6% |
| 30D | -1.6% | +9.4% | -10.9% | -5.7% |
| 3M | -4.5% | +5.6% | -10.1% | -9.1% |
| 6M | +20.9% | -9.3% | +30.1% | +22.6% |
| YTD | +19.9% | -29.0% | +48.9% | +37.6% |
| 1Y | +41.4% | -24.7% | +66.1% | +55.5% |
| 3Y | +239.2% | -39.8% | +279.0% | +309.6% |
| 5Y | +185.0% | -40.9% | +226.0% | +237.2% |
| All | +654.3% | +90.8% | +563.4% | +352.8% |
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