-2.4%
GFS vs ACWI
+68.4%
-70.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.6% |
| 7D | +1.0% | +0.5% | +0.5% | +0.1% |
| 30D | -8.6% | +0.9% | -9.5% | -9.8% |
| 3M | -46.5% | +2.4% | -48.9% | -48.0% |
| 6M | -4.8% | +12.4% | -17.2% | -20.9% |
| YTD | +29.7% | +15.2% | +14.5% | +3.3% |
| 1Y | +35.8% | +22.7% | +13.1% | -2.9% |
| 3Y | -18.3% | +75.8% | -94.1% | -67.7% |
| All | -2.4% | +68.4% | -70.8% | -51.7% |
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 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