+58.6%
GD vs ACWI
+77.2%
-18.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.2% | -3.4% |
| 7D | +3.0% | -0.5% | +3.4% | +3.2% |
| 30D | +10.5% | -1.6% | +12.2% | +11.3% |
| 3M | -5.0% | -1.3% | -3.6% | -4.4% |
| 6M | +5.5% | +5.8% | -0.4% | +1.7% |
| YTD | +10.3% | +12.7% | -2.4% | +2.4% |
| 1Y | +8.2% | +15.0% | -6.9% | -0.9% |
| All | +58.6% | +77.2% | -18.6% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling