+216.7%
ACWI vs GPC
+85.6%
+131.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -2.4% | +1.6% | -3.9% | -2.8% |
| 30D | -5.2% | -2.1% | -3.1% | -4.7% |
| 3M | -4.8% | -6.8% | +2.0% | -2.9% |
| 6M | -1.3% | +18.6% | -19.9% | -7.9% |
| YTD | +8.4% | +2.7% | +5.7% | +5.0% |
| 1Y | +11.0% | +1.8% | +9.2% | +7.8% |
| 3Y | +70.6% | +1.1% | +69.5% | +60.3% |
| 5Y | +55.3% | +4.1% | +51.2% | +41.9% |
| All | +216.7% | +85.6% | +131.1% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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