+61.5%
ACWI vs DGX
+97.6%
-36.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -0.7% | +1.2% | -1.8% | -0.9% |
| 30D | -2.0% | +11.2% | -13.2% | -3.9% |
| 3M | -2.2% | +9.3% | -11.5% | -3.8% |
| 6M | +1.9% | +37.4% | -35.5% | -4.4% |
| YTD | +12.0% | +51.6% | -39.6% | +2.4% |
| 1Y | +12.5% | +39.3% | -26.8% | +4.9% |
| 3Y | +75.4% | +106.1% | -30.7% | +45.7% |
| 5Y | +61.5% | +92.2% | -30.7% | +30.2% |
| All | +61.5% | +97.6% | -36.1% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling