-23.0%
SGI vs ACWI
+10.2%
-33.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +1.0% | +2.8% |
| 7D | +5.3% | -4.0% | +9.3% | +11.8% |
| 30D | +8.2% | -5.8% | +14.0% | +18.0% |
| 3M | -2.2% | -5.0% | +2.8% | +5.4% |
| 6M | -8.4% | +0.7% | -9.1% | -10.2% |
| YTD | -23.4% | +8.4% | -31.9% | -33.6% |
| All | -23.0% | +10.2% | -33.3% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling