+55.0%
ACWI vs GAP
+5.0%
+50.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.5% |
| 7D | -2.4% | -3.8% | +1.4% | -1.9% |
| 30D | -5.2% | -9.0% | +3.8% | -4.1% |
| 3M | -4.8% | +5.5% | -10.3% | -5.8% |
| 6M | -1.3% | -11.1% | +9.8% | -0.6% |
| YTD | +8.4% | -13.6% | +21.9% | +9.2% |
| 1Y | +11.0% | -2.9% | +13.9% | +9.9% |
| 3Y | +70.6% | +69.6% | +0.9% | +49.1% |
| All | +55.0% | +5.0% | +50.0% | +31.6% |
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