+75.4%
ACWI vs GAP
+74.3%
+1.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.4% |
| 7D | -0.7% | -9.3% | +8.7% | +0.3% |
| 30D | -2.0% | -5.5% | +3.5% | -1.5% |
| 3M | -2.2% | +3.5% | -5.6% | -2.7% |
| 6M | +1.9% | +0.7% | +1.2% | +1.2% |
| YTD | +12.0% | -13.4% | +25.3% | +12.6% |
| 1Y | +12.5% | -7.7% | +20.2% | +12.3% |
| All | +75.4% | +74.3% | +1.1% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling