+167.5%
GH vs ACWI
+21.5%
+146.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | -2.1% | +1.1% | -3.2% | -3.1% |
| 30D | -4.5% | -0.2% | -4.3% | -4.3% |
| 3M | +28.9% | +4.7% | +24.2% | +23.2% |
| 6M | +76.5% | +14.5% | +62.0% | +57.1% |
| YTD | +57.6% | +14.6% | +43.0% | +42.7% |
| 1Y | +167.5% | +21.4% | +146.1% | +137.4% |
| All | +167.5% | +21.5% | +146.0% | +137.4% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling