+68.1%
ACWI vs GNRC
-57.1%
+125.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.7% |
| 7D | +1.1% | +4.8% | -3.8% | +0.3% |
| 30D | -0.2% | -10.4% | +10.2% | +1.5% |
| 3M | +4.7% | -28.5% | +33.1% | +10.1% |
| 6M | +14.5% | -6.8% | +21.2% | +14.4% |
| YTD | +14.6% | +39.5% | -24.9% | +6.1% |
| 1Y | +21.4% | +3.4% | +18.0% | +17.9% |
| 3Y | +77.6% | +65.1% | +12.5% | +54.5% |
| 5Y | +68.1% | -57.1% | +125.2% | +71.1% |
| All | +68.1% | -57.1% | +125.2% | +71.1% |
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