-18.0%
GIS vs ACWI
+226.8%
-244.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.4% |
| 7D | +0.4% | +0.3% | 0.0% | +0.3% |
| 30D | +10.1% | -2.8% | +12.9% | +10.7% |
| 3M | -3.7% | -3.2% | -0.5% | -3.0% |
| 6M | +4.3% | +1.3% | +3.0% | +3.6% |
| YTD | -19.8% | +11.2% | -31.0% | -22.5% |
| 1Y | -20.5% | +13.8% | -34.2% | -23.6% |
| 3Y | -38.3% | +76.2% | -114.5% | -48.7% |
| 5Y | -32.2% | +59.5% | -91.6% | -42.0% |
| 10Y | -18.0% | +222.2% | -240.2% | -55.1% |
| All | -18.0% | +226.8% | -244.8% | -55.1% |
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