-12.3%
GFS vs ACWI
+62.6%
-75.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +0.1% |
| 7D | -3.1% | +0.3% | -3.5% | -3.6% |
| 30D | -16.0% | -2.8% | -13.2% | -11.1% |
| 3M | -24.7% | -3.2% | -21.5% | -19.6% |
| 6M | -45.1% | +1.3% | -46.4% | -45.0% |
| YTD | +16.5% | +11.2% | +5.2% | -0.5% |
| 1Y | +19.3% | +13.8% | +5.6% | -2.0% |
| 3Y | -20.0% | +76.2% | -96.2% | -68.2% |
| 5Y | -32.0% | +59.5% | -91.5% | -63.0% |
| All | -12.3% | +62.6% | -75.0% | -53.5% |
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 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