+550.6%
GLW vs ACWI
+330.1%
+220.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -3.8% | -9.1% | -8.4% |
| 7D | -19.7% | -4.0% | -15.7% | -15.4% |
| 30D | -38.8% | -5.8% | -33.0% | -33.8% |
| 3M | -33.9% | -5.0% | -28.8% | -29.0% |
| 6M | -36.0% | +0.7% | -36.7% | -34.5% |
| YTD | +18.7% | +8.4% | +10.3% | +13.1% |
| 1Y | +19.8% | +10.1% | +9.7% | +12.5% |
| 3Y | +294.3% | +70.8% | +223.5% | +127.2% |
| 5Y | +205.7% | +55.4% | +150.4% | +95.6% |
| 10Y | +493.8% | +223.3% | +270.4% | +76.9% |
| All | +550.6% | +330.1% | +220.4% | +46.2% |
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 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