+243.8%
GLW vs ACWI
+58.8%
+185.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.6% | +6.6% | +5.6% |
| 7D | -5.9% | +0.3% | -6.2% | -5.8% |
| 30D | -26.0% | -2.8% | -23.2% | -22.3% |
| 3M | -29.9% | -3.2% | -26.7% | -25.8% |
| 6M | -37.8% | +1.3% | -39.0% | -36.6% |
| YTD | +33.1% | +11.2% | +21.9% | +22.9% |
| 1Y | +36.8% | +13.8% | +23.1% | +23.7% |
| 3Y | +356.1% | +76.2% | +279.9% | +162.6% |
| 5Y | +243.8% | +59.5% | +184.3% | +114.7% |
| All | +243.8% | +58.8% | +185.0% | +114.7% |
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 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