+330.1%
ACWI vs GPC
+457.0%
-126.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.3% | -3.1% |
| 7D | -4.0% | +1.7% | -5.7% | -4.7% |
| 30D | -5.8% | -2.3% | -3.5% | -5.1% |
| 3M | -5.0% | -4.5% | -0.5% | -3.5% |
| 6M | +0.7% | +21.6% | -20.9% | -9.7% |
| YTD | +8.4% | +4.0% | +4.4% | +3.0% |
| 1Y | +10.1% | +3.5% | +6.6% | +4.7% |
| 3Y | +70.8% | +2.1% | +68.6% | +55.5% |
| 5Y | +55.4% | +5.5% | +49.9% | +35.6% |
| 10Y | +223.3% | +90.7% | +132.6% | +83.5% |
| All | +330.1% | +457.0% | -126.9% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling