+356.8%
ACWI vs DGX
+611.9%
-255.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +0.5% | -2.3% | +2.8% | +1.4% |
| 30D | +0.9% | +0.6% | +0.3% | +0.6% |
| 3M | +2.4% | +21.4% | -19.0% | -5.8% |
| 6M | +12.4% | +14.7% | -2.4% | +5.5% |
| YTD | +15.2% | +38.4% | -23.3% | -0.3% |
| 1Y | +22.7% | +34.0% | -11.3% | +7.3% |
| 3Y | +75.8% | +92.7% | -16.9% | +28.6% |
| 5Y | +67.7% | +67.7% | 0.0% | +28.1% |
| 10Y | +229.0% | +248.0% | -19.0% | +65.1% |
| All | +356.8% | +611.9% | -255.1% | +41.1% |
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