+428.1%
RSG vs ACWI
+226.5%
+201.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +3.7% | -0.6% | +4.2% | +4.0% |
| 3M | +6.2% | +4.3% | +1.9% | +3.2% |
| 6M | -2.8% | +12.7% | -15.5% | -10.3% |
| YTD | +5.9% | +13.9% | -8.0% | -3.1% |
| 1Y | -1.8% | +20.5% | -22.3% | -13.5% |
| 3Y | +57.5% | +76.5% | -19.0% | +6.2% |
| 5Y | +91.1% | +67.5% | +23.6% | +32.3% |
| 10Y | +428.1% | +231.8% | +196.2% | +120.4% |
| All | +428.1% | +226.5% | +201.6% | +120.4% |
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