+75.0%
ACWI vs GFI
+304.2%
-229.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | 0.0% | +4.7% | -4.7% | -0.4% |
| 30D | -0.6% | +14.4% | -15.0% | -1.8% |
| 3M | +4.3% | +32.5% | -28.3% | +1.6% |
| 6M | +12.7% | -7.2% | +19.8% | +12.3% |
| YTD | +13.9% | +10.9% | +3.1% | +12.1% |
| 1Y | +20.5% | +35.5% | -14.9% | +16.9% |
| All | +75.0% | +304.2% | -229.2% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling