+611.5%
DG vs ACWI
+408.8%
+202.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | -0.7% |
| 7D | +6.1% | -4.0% | +10.1% | +8.2% |
| 30D | +11.9% | -5.8% | +17.8% | +15.2% |
| 3M | +9.3% | -5.0% | +14.3% | +11.9% |
| 6M | +19.1% | +0.7% | +18.4% | +18.4% |
| YTD | +5.9% | +8.4% | -2.5% | +1.6% |
| 1Y | +39.8% | +10.1% | +29.7% | +33.1% |
| 3Y | +23.4% | +70.8% | -47.4% | -7.1% |
| 5Y | -33.3% | +55.4% | -88.7% | -47.7% |
| 10Y | +131.0% | +223.3% | -92.3% | +24.1% |
| All | +611.5% | +408.8% | +202.7% | +209.3% |
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