+139.3%
GS vs ACN
-23.1%
+162.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | -3.2% | +0.9% | -4.1% | -3.4% |
| 30D | -2.4% | +33.5% | -35.9% | -9.2% |
| 3M | -15.7% | +53.5% | -69.2% | -25.0% |
| 6M | -6.8% | +52.2% | -59.0% | -17.9% |
| YTD | -0.1% | -0.1% | +0.1% | +2.7% |
| 1Y | +12.1% | +11.0% | +1.0% | +9.7% |
| 3Y | +185.8% | -11.8% | +197.6% | +199.3% |
| All | +139.3% | -23.1% | +162.5% | +150.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling