+77.7%
ACWI vs FGI
-70.4%
+148.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.6% | -0.1% |
| 7D | +0.5% | +0.5% | 0.0% | +0.5% |
| 30D | +0.9% | +65.4% | -64.5% | -0.3% |
| 3M | +2.4% | +23.5% | -21.1% | +1.5% |
| 6M | +12.4% | +60.5% | -48.2% | +10.2% |
| YTD | +15.2% | +30.0% | -14.8% | +13.3% |
| 1Y | +22.7% | +82.1% | -59.4% | +19.2% |
| 3Y | +75.8% | -4.4% | +80.2% | +71.9% |
| All | +77.7% | -70.4% | +148.1% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling