+341.2%
ACWI vs SPYG
+991.4%
-650.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +0.2% |
| 7D | +0.3% | 0.0% | +0.3% | +0.2% |
| 30D | -2.8% | -8.4% | +5.6% | +4.9% |
| 3M | -3.2% | -6.2% | +3.1% | +2.3% |
| 6M | +1.3% | -1.8% | +3.0% | +2.3% |
| YTD | +11.2% | +8.4% | +2.8% | +2.7% |
| 1Y | +13.8% | +10.1% | +3.7% | +3.4% |
| 3Y | +76.2% | +94.9% | -18.8% | -7.4% |
| 5Y | +59.5% | +68.5% | -9.0% | -5.8% |
| 10Y | +222.2% | +392.2% | -170.0% | -37.7% |
| All | +341.2% | +991.4% | -650.3% | -64.5% |
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