+341.2%
ACWI vs BG
+65.0%
+276.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.0% |
| 7D | +0.3% | +7.4% | -7.1% | -1.8% |
| 30D | -2.8% | -1.5% | -1.3% | -2.5% |
| 3M | -3.2% | -6.1% | +2.9% | -1.9% |
| 6M | +1.3% | -18.0% | +19.3% | +6.4% |
| YTD | +11.2% | +15.6% | -4.4% | +4.2% |
| 1Y | +13.8% | +9.6% | +4.2% | +8.3% |
| 3Y | +76.2% | +6.3% | +69.9% | +65.1% |
| 5Y | +59.5% | +24.6% | +34.9% | +37.4% |
| 10Y | +222.2% | +98.1% | +124.1% | +117.2% |
| All | +341.2% | +65.0% | +276.2% | +142.1% |
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