+1,520.7%
GS vs ACN
+2,476.0%
-955.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.8% | -0.3% | +1.9% |
| 7D | +0.3% | +8.6% | -8.3% | -3.5% |
| 30D | +3.9% | +36.6% | -32.7% | -10.5% |
| 3M | -11.4% | +56.3% | -67.7% | -29.5% |
| 6M | +3.7% | +49.7% | -46.0% | -18.8% |
| YTD | +7.1% | +1.3% | +5.8% | -0.4% |
| 1Y | +19.7% | +11.9% | +7.7% | +5.5% |
| 3Y | +202.8% | -10.6% | +213.5% | +190.6% |
| 5Y | +156.7% | -21.3% | +178.0% | +157.6% |
| 10Y | +548.7% | +166.2% | +382.5% | +254.0% |
| All | +1,520.7% | +2,476.0% | -955.2% | +227.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling