+100.8%
DG vs ACWI
+224.5%
-123.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.2% |
| 7D | +0.3% | +2.4% | -2.2% | -0.9% |
| 30D | +3.2% | -1.7% | +4.9% | +4.1% |
| 3M | +10.4% | -3.9% | +14.4% | +12.6% |
| 6M | +33.2% | +0.8% | +32.4% | +32.3% |
| YTD | +3.0% | +11.0% | -8.1% | -2.7% |
| 1Y | +31.2% | +13.1% | +18.1% | +22.9% |
| 3Y | +21.8% | +73.9% | -52.1% | -11.3% |
| 5Y | -35.0% | +59.0% | -94.0% | -50.6% |
| All | +100.8% | +224.5% | -123.7% | -17.8% |
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