+226.1%
ACWI vs DGX
+279.7%
-53.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | +2.7% | +1.9% | +0.8% | +2.1% |
| 30D | -2.6% | +12.7% | -15.3% | -5.8% |
| 3M | -3.2% | +9.6% | -12.8% | -5.8% |
| 6M | +1.9% | +37.6% | -35.7% | -7.6% |
| YTD | +11.3% | +52.1% | -40.8% | -2.5% |
| 1Y | +11.7% | +41.3% | -29.6% | 0.0% |
| 3Y | +74.4% | +106.9% | -32.5% | +35.6% |
| 5Y | +59.5% | +90.7% | -31.2% | +25.5% |
| All | +226.1% | +279.7% | -53.6% | +94.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling