+300.7%
CG vs ACWI
+223.6%
+77.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -0.7% |
| 7D | +2.0% | -0.2% | +2.1% | +2.5% |
| 30D | +8.5% | -3.3% | +11.8% | +14.3% |
| 3M | -12.1% | -3.4% | -8.7% | -7.3% |
| 6M | -16.4% | +0.8% | -17.2% | -17.5% |
| YTD | -28.0% | +10.7% | -38.7% | -38.1% |
| 1Y | -18.9% | +11.6% | -30.5% | -31.1% |
| 3Y | +51.2% | +73.4% | -22.1% | -30.3% |
| 5Y | -15.9% | +60.2% | -76.0% | -54.8% |
| All | +300.7% | +223.6% | +77.1% | -5.3% |
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