+59.1%
ACWI vs GNRC
-57.0%
+116.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +2.4% | +7.9% | -5.5% | +1.1% |
| 30D | -1.7% | -3.7% | +2.0% | -1.4% |
| 3M | -3.9% | -11.9% | +8.0% | -2.6% |
| 6M | +0.8% | -28.6% | +29.4% | +5.1% |
| YTD | +11.0% | +39.9% | -28.8% | +2.0% |
| 1Y | +13.1% | +23.4% | -10.3% | +6.0% |
| 3Y | +73.9% | +84.2% | -10.4% | +47.5% |
| All | +59.1% | -57.0% | +116.2% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 5y: compounded portfolio wealth divided by compounded GNRC 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…
5y analysis · Full analysis span regression · 6 months rolling