+50.2%
CG vs ACWI
+70.3%
-20.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -1.2% | -2.4% | +1.2% | +3.0% |
| 30D | +5.0% | -5.2% | +10.2% | +14.9% |
| 3M | -18.2% | -4.8% | -13.4% | -11.1% |
| 6M | -20.7% | -1.3% | -19.4% | -19.2% |
| YTD | -31.4% | +8.4% | -39.8% | -41.0% |
| 1Y | -22.3% | +11.0% | -33.3% | -36.0% |
| 3Y | +50.2% | +70.6% | -20.4% | -40.6% |
| All | +50.2% | +70.3% | -20.2% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling