+320.1%
CG vs ACWI
+226.8%
+93.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.6% | +4.0% | +2.6% |
| 7D | +3.0% | +0.3% | +2.7% | +2.8% |
| 30D | +10.1% | -2.8% | +13.0% | +15.2% |
| 3M | -10.8% | -3.2% | -7.7% | -6.3% |
| 6M | -15.2% | +1.3% | -16.5% | -16.9% |
| YTD | -26.9% | +11.2% | -38.1% | -37.7% |
| 1Y | -17.0% | +13.8% | -30.8% | -31.6% |
| 3Y | +54.6% | +76.2% | -21.6% | -30.4% |
| 5Y | -16.7% | +59.5% | -76.2% | -55.0% |
| 10Y | +320.1% | +222.2% | +97.9% | +3.4% |
| All | +320.1% | +226.8% | +93.3% | +3.4% |
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