+141.0%
GS vs ACN
-21.5%
+162.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.7% | -6.4% |
| 7D | -6.3% | +7.3% | -13.6% | -7.9% |
| 30D | -3.1% | +38.2% | -41.4% | -10.7% |
| 3M | -17.7% | +56.6% | -74.2% | -27.1% |
| 6M | -4.6% | +51.1% | -55.7% | -15.5% |
| YTD | +0.3% | +1.7% | -1.4% | +2.6% |
| 1Y | +11.7% | +10.1% | +1.6% | +10.2% |
| 3Y | +183.6% | -10.3% | +193.9% | +196.0% |
| 5Y | +141.0% | -21.4% | +162.4% | +151.0% |
| All | +141.0% | -21.5% | +162.5% | +151.0% |
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 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