+356.8%
ACWI vs GFI
+465.8%
-108.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.1% |
| 7D | +0.5% | +3.1% | -2.6% | +0.2% |
| 30D | +0.9% | +27.1% | -26.2% | -1.5% |
| 3M | +2.4% | +21.2% | -18.8% | +0.3% |
| 6M | +12.4% | -4.5% | +16.9% | +12.1% |
| YTD | +15.2% | +11.7% | +3.4% | +12.8% |
| 1Y | +22.7% | +46.0% | -23.3% | +16.8% |
| 3Y | +75.8% | +309.6% | -233.8% | +49.0% |
| 5Y | +67.7% | +506.0% | -438.3% | +33.6% |
| 10Y | +229.0% | +1,009.2% | -780.2% | +129.6% |
| All | +356.8% | +465.8% | -108.9% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling