+330.0%
ACWI vs SPYG
+962.8%
-632.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.9% |
| 7D | -2.4% | -3.6% | +1.3% | +0.8% |
| 30D | -5.2% | -11.2% | +6.0% | +5.2% |
| 3M | -4.8% | -8.1% | +3.2% | +2.3% |
| 6M | -1.3% | -3.3% | +2.0% | +1.1% |
| YTD | +8.4% | +5.5% | +2.9% | +2.4% |
| 1Y | +11.0% | +7.0% | +4.1% | +3.5% |
| 3Y | +70.6% | +89.5% | -18.9% | -8.0% |
| 5Y | +55.3% | +63.3% | -8.0% | -5.6% |
| 10Y | +223.2% | +395.1% | -171.9% | -38.2% |
| All | +330.0% | +962.8% | -632.9% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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