+216.7%
ACWI vs GAP
+15.9%
+200.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.6% |
| 7D | -2.4% | -3.8% | +1.4% | -1.8% |
| 30D | -5.2% | -9.0% | +3.8% | -4.0% |
| 3M | -4.8% | +5.5% | -10.3% | -5.9% |
| 6M | -1.3% | -11.1% | +9.8% | -0.5% |
| YTD | +8.4% | -13.6% | +21.9% | +9.2% |
| 1Y | +11.0% | -2.9% | +13.9% | +9.8% |
| 3Y | +70.6% | +69.6% | +0.9% | +47.6% |
| 5Y | +55.3% | +5.4% | +49.9% | +38.2% |
| All | +216.7% | +15.9% | +200.8% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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