+68.9%
ACWI vs BG
+77.0%
-8.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.1% |
| 7D | +0.5% | +2.8% | -2.3% | 0.0% |
| 30D | +0.9% | +12.0% | -11.2% | -1.0% |
| 3M | +2.4% | -7.7% | +10.1% | +3.5% |
| 6M | +12.4% | +4.5% | +7.9% | +10.9% |
| YTD | +15.2% | +35.7% | -20.5% | +8.4% |
| 1Y | +22.7% | +50.1% | -27.4% | +13.0% |
| 3Y | +75.8% | +12.6% | +63.2% | +68.9% |
| All | +68.9% | +77.0% | -8.1% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling