+350.2%
CG vs ACWI
+363.7%
-13.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -4.3% | +0.5% | -4.8% | -4.9% |
| 30D | -5.1% | +0.9% | -6.0% | -6.2% |
| 3M | +8.7% | +2.4% | +6.3% | +5.0% |
| 6M | -9.2% | +12.4% | -21.6% | -23.1% |
| YTD | -18.9% | +15.2% | -34.0% | -33.4% |
| 1Y | -25.6% | +22.7% | -48.3% | -44.1% |
| 3Y | +57.3% | +75.8% | -18.5% | -24.9% |
| 5Y | +10.2% | +67.7% | -57.6% | -41.5% |
| 10Y | +364.2% | +229.0% | +135.2% | +15.2% |
| All | +350.2% | +363.7% | -13.5% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling