+342.1%
GLW vs ACWI
+67.7%
+274.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -23.0% |
| 6M | +6.9% | +12.4% | -5.5% | -4.9% |
| YTD | +77.2% | +15.2% | +62.0% | +54.0% |
| 1Y | +123.2% | +22.7% | +100.5% | +81.9% |
| 3Y | +400.0% | +75.8% | +324.2% | +181.1% |
| All | +342.1% | +67.7% | +274.5% | +155.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling