+295.1%
CG vs ACWI
+227.3%
+67.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -3.1% |
| 7D | -3.8% | -0.7% | -3.2% | -2.7% |
| 30D | +7.5% | -2.0% | +9.5% | +10.9% |
| 3M | -14.4% | -2.2% | -12.2% | -11.4% |
| 6M | -15.7% | +1.9% | -17.5% | -18.0% |
| YTD | -29.0% | +12.0% | -41.0% | -40.1% |
| 1Y | -22.1% | +12.5% | -34.6% | -34.7% |
| 3Y | +49.1% | +75.4% | -26.3% | -32.5% |
| 5Y | -18.4% | +61.5% | -79.9% | -56.7% |
| 10Y | +295.1% | +227.1% | +68.0% | -8.3% |
| All | +295.1% | +227.3% | +67.8% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling