+356.8%
ACWI vs BG
+93.6%
+263.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.3% |
| 7D | +0.5% | +2.8% | -2.3% | -0.4% |
| 30D | +0.9% | +12.0% | -11.2% | -2.8% |
| 3M | +2.4% | -7.7% | +10.1% | +4.3% |
| 6M | +12.4% | +4.5% | +7.9% | +9.6% |
| YTD | +15.2% | +35.7% | -20.5% | +3.2% |
| 1Y | +22.7% | +50.1% | -27.4% | +5.8% |
| 3Y | +75.8% | +12.6% | +63.2% | +62.6% |
| 5Y | +67.7% | +75.4% | -7.7% | +29.5% |
| 10Y | +229.0% | +150.5% | +78.5% | +105.5% |
| All | +356.8% | +93.6% | +263.3% | +139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling