+243.0%
GS vs ACN
-39.8%
+282.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.5% |
| 7D | +0.9% | -1.5% | +2.5% | +1.1% |
| 30D | -1.6% | +9.4% | -10.9% | -2.8% |
| 3M | -4.5% | +5.6% | -10.1% | -4.6% |
| 6M | +20.9% | -9.3% | +30.1% | +25.0% |
| YTD | +19.9% | -29.0% | +48.9% | +32.8% |
| 1Y | +41.4% | -24.7% | +66.1% | +53.2% |
| All | +243.0% | -39.8% | +282.8% | +271.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling