+457.2%
GS vs ACWI
+220.7%
+236.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.0% |
| 7D | +1.6% | -0.2% | +1.7% | +2.0% |
| 30D | +1.7% | -3.3% | +4.9% | +6.4% |
| 3M | -11.6% | -3.4% | -8.2% | -7.2% |
| 6M | -1.9% | +0.8% | -2.7% | -2.1% |
| YTD | +5.1% | +10.7% | -5.6% | -6.7% |
| 1Y | +16.4% | +11.6% | +4.8% | +2.5% |
| 3Y | +199.0% | +73.4% | +125.6% | +53.7% |
| 5Y | +157.4% | +60.2% | +97.2% | +46.6% |
| 10Y | +457.2% | +221.6% | +235.7% | +35.0% |
| All | +457.2% | +220.7% | +236.5% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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