+304.8%
SGI vs ACWI
+224.5%
+80.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.6% |
| 7D | -5.3% | +2.4% | -7.8% | -8.6% |
| 30D | -2.1% | -1.7% | -0.4% | +0.2% |
| 3M | -8.2% | -3.9% | -4.2% | -2.7% |
| 6M | -4.6% | +0.8% | -5.3% | -5.6% |
| YTD | -31.5% | +11.0% | -42.5% | -40.9% |
| 1Y | -30.8% | +13.1% | -43.9% | -42.0% |
| 3Y | +67.2% | +73.9% | -6.7% | -27.0% |
| 5Y | +42.5% | +59.0% | -16.5% | -26.6% |
| All | +304.8% | +224.5% | +80.3% | -34.6% |
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