+560.2%
GD vs ACWI
+356.8%
+203.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.1% |
| YTD | +8.2% | +15.2% | -7.0% | -3.7% |
| 1Y | +13.4% | +22.7% | -9.3% | -3.9% |
| 3Y | +68.5% | +75.8% | -7.3% | +6.7% |
| 5Y | +97.2% | +67.7% | +29.4% | +27.5% |
| 10Y | +190.2% | +229.0% | -38.8% | +10.3% |
| All | +560.2% | +356.8% | +203.4% | +88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling