+188.7%
GD vs ACWI
+228.2%
-39.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | -5.3% | +0.5% | -5.8% | -5.6% |
| 30D | -6.4% | +0.9% | -7.3% | -7.1% |
| 3M | +5.7% | +2.4% | +3.3% | +3.5% |
| 6M | -0.9% | +12.4% | -13.3% | -10.2% |
| YTD | +8.2% | +15.2% | -7.0% | -3.9% |
| 1Y | +13.4% | +22.7% | -9.3% | -4.2% |
| 3Y | +68.5% | +75.8% | -7.3% | +5.1% |
| 5Y | +97.2% | +67.7% | +29.4% | +26.4% |
| All | +188.7% | +228.2% | -39.6% | +2.7% |
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