+70.6%
ACWI vs FGI
+2.3%
+68.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -4.0% | -11.6% | +7.6% | -4.0% |
| 30D | -5.8% | -3.3% | -2.5% | -5.8% |
| 3M | -5.0% | +65.6% | -70.6% | -5.5% |
| 6M | +0.7% | -2.8% | +3.5% | +0.3% |
| YTD | +8.4% | +30.1% | -21.7% | +7.6% |
| 1Y | +10.1% | +50.2% | -40.0% | +9.3% |
| All | +70.6% | +2.3% | +68.3% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling