+524.5%
GLW vs ACWI
+224.5%
+300.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.3% | -4.2% |
| 7D | +7.5% | +2.4% | +5.0% | +4.3% |
| 30D | -19.0% | -1.7% | -17.4% | -16.4% |
| 3M | -27.9% | -3.9% | -24.0% | -22.7% |
| 6M | -44.6% | +0.8% | -45.4% | -43.2% |
| YTD | +31.0% | +11.0% | +19.9% | +20.4% |
| 1Y | +39.7% | +13.1% | +26.6% | +25.8% |
| 3Y | +338.2% | +73.9% | +264.3% | +131.3% |
| 5Y | +228.4% | +59.0% | +169.4% | +94.4% |
| All | +524.5% | +224.5% | +300.0% | +42.1% |
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