+448.0%
RSG vs ACWI
+224.5%
+223.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +2.5% | +2.4% | 0.0% | +1.1% |
| 30D | +12.7% | -1.7% | +14.4% | +13.5% |
| 3M | +17.9% | -3.9% | +21.9% | +20.2% |
| 6M | +25.0% | +0.8% | +24.2% | +23.3% |
| YTD | +20.8% | +11.0% | +9.8% | +11.7% |
| 1Y | +24.3% | +13.1% | +11.2% | +13.5% |
| 3Y | +65.3% | +73.9% | -8.6% | +11.8% |
| 5Y | +99.1% | +59.0% | +40.0% | +42.2% |
| All | +448.0% | +224.5% | +223.5% | +127.6% |
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