-21.3%
GFS vs ACWI
+58.6%
-79.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.8% | -6.0% | -2.9% |
| 7D | -20.7% | -4.0% | -16.7% | -14.2% |
| 30D | -25.2% | -5.8% | -19.4% | -16.3% |
| 3M | -26.3% | -5.0% | -21.3% | -18.4% |
| 6M | -50.7% | +0.7% | -51.4% | -50.0% |
| YTD | +4.5% | +8.4% | -3.9% | -6.5% |
| 1Y | +2.5% | +10.1% | -7.7% | -10.7% |
| 3Y | -30.9% | +70.8% | -101.7% | -71.0% |
| 5Y | -42.6% | +55.4% | -98.0% | -67.2% |
| All | -21.3% | +58.6% | -79.9% | -56.3% |
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