+225.4%
ACWI vs DGX
+249.5%
-24.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | -1.9% | -3.5% | +1.5% | -1.0% |
| 30D | -1.3% | -2.7% | +1.4% | -0.6% |
| 3M | +5.0% | +13.9% | -8.9% | +0.8% |
| 6M | +11.7% | +16.0% | -4.3% | +6.5% |
| YTD | +13.0% | +34.9% | -22.0% | +2.5% |
| 1Y | +19.2% | +30.6% | -11.3% | +9.0% |
| 3Y | +75.0% | +93.0% | -18.0% | +38.5% |
| 5Y | +67.1% | +64.4% | +2.7% | +37.7% |
| All | +225.4% | +249.5% | -24.1% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DGX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling