+735.7%
GOOGL vs ACWI
+233.7%
+502.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.6% |
| 7D | -1.9% | 0.0% | -1.8% | -1.8% |
| 30D | -7.5% | -0.6% | -6.9% | -6.8% |
| 3M | -9.2% | +4.3% | -13.4% | -13.6% |
| 6M | +8.1% | +12.7% | -4.6% | -6.1% |
| YTD | +5.8% | +13.9% | -8.1% | -9.4% |
| 1Y | +38.3% | +20.5% | +17.8% | +10.9% |
| 3Y | +144.8% | +76.5% | +68.2% | +24.7% |
| 5Y | +132.5% | +67.5% | +65.0% | +28.0% |
| All | +735.7% | +233.7% | +502.0% | +117.2% |
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