+767.2%
GLW vs ACWI
+228.2%
+539.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +3.8% | +0.5% | +3.3% | +3.1% |
| 30D | -1.3% | +0.9% | -2.2% | -2.4% |
| 3M | -21.8% | +2.4% | -24.2% | -22.9% |
| 6M | +6.9% | +12.4% | -5.5% | -5.3% |
| YTD | +77.2% | +15.2% | +62.0% | +52.9% |
| 1Y | +123.2% | +22.7% | +100.5% | +78.9% |
| 3Y | +400.0% | +75.8% | +324.2% | +156.4% |
| 5Y | +342.8% | +67.7% | +275.1% | +141.1% |
| All | +767.2% | +228.2% | +539.0% | +107.7% |
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 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