+765.4%
GS vs ACWI
+356.8%
+408.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.9% | +0.5% | +0.4% | +0.3% |
| 30D | -1.6% | +0.9% | -2.4% | -2.6% |
| 3M | -4.5% | +2.4% | -6.9% | -7.0% |
| 6M | +20.9% | +12.4% | +8.5% | +4.9% |
| YTD | +19.9% | +15.2% | +4.7% | +1.1% |
| 1Y | +41.4% | +22.7% | +18.7% | +10.1% |
| 3Y | +239.2% | +75.8% | +163.4% | +70.9% |
| 5Y | +185.0% | +67.7% | +117.3% | +51.8% |
| 10Y | +655.0% | +229.0% | +426.0% | +76.9% |
| All | +765.4% | +356.8% | +408.6% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling