+458.7%
ACWI vs GNRC
+2,087.1%
-1,628.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.5% |
| 7D | +0.5% | +1.9% | -1.4% | +0.1% |
| 30D | +0.9% | -13.8% | +14.7% | +3.7% |
| 3M | +2.4% | -32.6% | +35.0% | +10.0% |
| 6M | +12.4% | -15.2% | +27.6% | +14.4% |
| YTD | +15.2% | +37.4% | -22.2% | +5.5% |
| 1Y | +22.7% | +5.1% | +17.6% | +17.9% |
| 3Y | +75.8% | +57.5% | +18.3% | +50.8% |
| 5Y | +67.7% | -58.7% | +126.4% | +79.5% |
| 10Y | +229.0% | +395.5% | -166.5% | +95.2% |
| All | +458.7% | +2,087.1% | -1,628.4% | +120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling