+188.5%
GD vs ACWI
+219.0%
-30.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.0% | -2.4% | -2.6% | -3.3% |
| 30D | +8.9% | -5.2% | +14.1% | +13.2% |
| 3M | -8.0% | -4.8% | -3.2% | -4.8% |
| 6M | +2.9% | -1.3% | +4.2% | +3.2% |
| YTD | +7.1% | +8.4% | -1.3% | -0.6% |
| 1Y | +5.9% | +11.0% | -5.1% | -3.6% |
| 3Y | +53.9% | +70.6% | -16.7% | -2.2% |
| 5Y | +95.4% | +55.3% | +40.1% | +33.0% |
| All | +188.5% | +219.0% | -30.5% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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