+67.2%
ACWI vs FGI
-70.6%
+137.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | -2.4% | -7.0% | +4.6% | -2.3% |
| 30D | -5.2% | -4.2% | -1.0% | -5.2% |
| 3M | -4.8% | +55.6% | -60.4% | -5.9% |
| 6M | -1.3% | -3.2% | +1.8% | -2.0% |
| YTD | +8.4% | +29.1% | -20.7% | +6.5% |
| 1Y | +11.0% | +51.0% | -39.9% | +8.7% |
| 3Y | +70.6% | +1.5% | +69.0% | +66.1% |
| All | +67.2% | -70.6% | +137.8% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling