-18.4%
CG vs ACWI
+61.3%
-79.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -3.4% |
| 7D | -3.8% | -0.7% | -3.2% | -2.5% |
| 30D | +7.5% | -2.0% | +9.5% | +11.4% |
| 3M | -14.4% | -2.2% | -12.2% | -11.0% |
| 6M | -15.7% | +1.9% | -17.5% | -18.6% |
| YTD | -29.0% | +12.0% | -41.0% | -42.1% |
| 1Y | -22.1% | +12.5% | -34.6% | -36.9% |
| 3Y | +49.1% | +75.4% | -26.3% | -42.8% |
| 5Y | -18.4% | +61.5% | -79.9% | -60.9% |
| All | -18.4% | +61.3% | -79.7% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling