+52.3%
GM vs ACWI
+23.6%
+28.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | +1.7% | +0.5% | +1.2% | +1.2% |
| 30D | -1.6% | +0.9% | -2.4% | -2.5% |
| 3M | +5.7% | +2.4% | +3.3% | +3.1% |
| 6M | +12.2% | +12.4% | -0.2% | -0.8% |
| YTD | +8.4% | +15.2% | -6.8% | -5.5% |
| 1Y | +52.3% | +22.7% | +29.6% | +29.4% |
| All | +52.3% | +23.6% | +28.7% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling