+233.9%
ACWI vs BG
+161.2%
+72.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.8% | -1.4% |
| 7D | +1.1% | +2.4% | -1.3% | +0.5% |
| 30D | -0.2% | +15.0% | -15.2% | -3.4% |
| 3M | +4.7% | -0.7% | +5.3% | +4.4% |
| 6M | +14.5% | +7.5% | +7.0% | +11.7% |
| YTD | +14.6% | +41.6% | -27.0% | +4.6% |
| 1Y | +21.4% | +50.7% | -29.2% | +8.8% |
| 3Y | +77.6% | +20.3% | +57.3% | +65.5% |
| 5Y | +68.1% | +85.2% | -17.1% | +36.1% |
| All | +233.9% | +161.2% | +72.7% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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