+68.0%
ACWI vs GAP
+9.0%
+59.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +0.5% | -4.5% | +5.0% | +1.1% |
| 30D | +0.9% | +9.0% | -8.2% | -0.4% |
| 3M | +2.4% | +5.0% | -2.6% | +1.4% |
| 6M | +12.4% | -17.8% | +30.2% | +14.3% |
| YTD | +15.2% | -10.4% | +25.6% | +15.6% |
| 1Y | +22.7% | -3.4% | +26.1% | +21.6% |
| 3Y | +75.8% | +111.5% | -35.7% | +48.3% |
| All | +68.0% | +9.0% | +59.0% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling