+437.1%
GS vs ACN
+147.7%
+289.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -0.8% |
| 7D | +5.1% | -5.7% | +10.9% | +7.6% |
| 30D | +2.4% | +17.0% | -14.6% | -4.8% |
| 3M | -11.5% | +39.9% | -51.4% | -25.1% |
| 6M | -2.5% | +50.2% | -52.7% | -22.8% |
| YTD | +5.5% | -4.2% | +9.6% | +4.5% |
| 1Y | +11.0% | +4.3% | +6.7% | +4.3% |
| 3Y | +200.1% | -17.1% | +217.2% | +209.5% |
| 5Y | +154.7% | -26.5% | +181.2% | +176.6% |
| All | +437.1% | +147.7% | +289.4% | +169.3% |
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