+13.1%
ACWI vs GFI
-13.2%
+26.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +2.4% | -8.7% | +11.2% | +3.6% |
| 30D | -1.7% | +0.6% | -2.3% | -1.9% |
| 3M | -3.9% | -7.5% | +3.6% | -3.4% |
| 6M | +0.8% | -18.3% | +19.1% | +2.3% |
| YTD | +11.0% | -13.8% | +24.8% | +11.3% |
| 1Y | +13.1% | -8.8% | +21.9% | +12.2% |
| All | +13.1% | -13.2% | +26.3% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling