+340.5%
ACWI vs DGX
+682.2%
-341.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.4% | +1.6% | +0.9% | +1.8% |
| 30D | -1.7% | +11.2% | -12.9% | -5.7% |
| 3M | -3.9% | +10.4% | -14.3% | -7.8% |
| 6M | +0.8% | +37.1% | -36.3% | -11.8% |
| YTD | +11.0% | +52.1% | -41.1% | -7.6% |
| 1Y | +13.1% | +40.7% | -27.6% | -2.9% |
| 3Y | +73.9% | +107.6% | -33.7% | +23.7% |
| 5Y | +59.0% | +90.6% | -31.6% | +15.2% |
| 10Y | +224.4% | +287.9% | -63.6% | +55.6% |
| All | +340.5% | +682.2% | -341.8% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling