+356.8%
ACWI vs GAP
+92.1%
+264.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +0.5% | -4.5% | +5.0% | +1.4% |
| 30D | +0.9% | +9.0% | -8.2% | -1.2% |
| 3M | +2.4% | +5.0% | -2.6% | +0.9% |
| 6M | +12.4% | -17.8% | +30.2% | +15.2% |
| YTD | +15.2% | -10.4% | +25.6% | +15.7% |
| 1Y | +22.7% | -3.4% | +26.1% | +20.8% |
| 3Y | +75.8% | +111.5% | -35.7% | +36.0% |
| 5Y | +67.7% | +8.8% | +58.9% | +41.7% |
| 10Y | +229.0% | +32.9% | +196.1% | +117.9% |
| All | +356.8% | +92.1% | +264.7% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling