+228.4%
ACWI vs GFI
+1,066.8%
-838.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | -1.0% | -4.9% | +3.8% | -0.7% |
| 30D | -0.9% | +10.7% | -11.6% | -1.5% |
| 3M | +3.5% | +25.6% | -22.1% | +1.9% |
| 6M | +12.8% | -8.3% | +21.1% | +12.8% |
| YTD | +14.0% | +6.3% | +7.7% | +12.9% |
| 1Y | +19.2% | +22.1% | -2.9% | +16.9% |
| 3Y | +75.1% | +289.2% | -214.1% | +60.2% |
| 5Y | +68.6% | +531.7% | -463.1% | +49.3% |
| All | +228.4% | +1,066.8% | -838.5% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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