+226.7%
ACWI vs GPC
+80.7%
+146.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | +0.5% | +1.2% | -0.7% | +0.1% |
| 30D | +0.9% | +6.0% | -5.1% | -1.1% |
| 3M | +2.4% | +42.6% | -40.2% | -9.7% |
| 6M | +12.4% | +22.8% | -10.4% | +3.9% |
| YTD | +15.2% | +15.5% | -0.3% | +7.7% |
| 1Y | +22.7% | +2.0% | +20.7% | +19.7% |
| 3Y | +75.8% | -1.4% | +77.2% | +68.1% |
| 5Y | +67.7% | +30.6% | +37.1% | +41.5% |
| All | +226.7% | +80.7% | +146.0% | +134.6% |
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