+94.7%
ACWI vs GGLL
+210.8%
-116.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | +2.4% | +7.7% | -5.2% | +1.3% |
| 30D | -1.7% | -30.2% | +28.5% | +2.9% |
| 3M | -3.9% | -31.3% | +27.3% | +0.6% |
| 6M | +0.8% | -52.1% | +52.9% | +10.6% |
| YTD | +11.0% | -25.9% | +36.9% | +12.3% |
| 1Y | +13.1% | -8.5% | +21.5% | +10.0% |
| 3Y | +73.9% | +165.5% | -91.7% | +31.7% |
| All | +94.7% | +210.8% | -116.0% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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