+127.7%
GIS vs ACWI
+330.0%
-202.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +3.6% | -2.4% | +5.9% | +4.3% |
| 30D | +13.9% | -5.2% | +19.1% | +15.7% |
| 3M | +0.3% | -4.8% | +5.1% | +1.8% |
| 6M | +5.0% | -1.3% | +6.3% | +4.9% |
| YTD | -18.4% | +8.4% | -26.8% | -21.1% |
| 1Y | -17.4% | +11.0% | -28.5% | -20.9% |
| 3Y | -36.9% | +70.6% | -107.5% | -48.5% |
| 5Y | -30.4% | +55.3% | -85.7% | -41.8% |
| 10Y | -13.6% | +223.2% | -236.8% | -46.6% |
| All | +127.7% | +330.0% | -202.3% | +18.6% |
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