+338.6%
SPGI vs ACWI
+225.4%
+113.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.8% |
| 7D | -0.8% | +2.7% | -3.5% | -3.5% |
| 30D | +14.3% | -2.6% | +16.9% | +17.1% |
| 3M | +14.5% | -3.2% | +17.7% | +17.9% |
| 6M | +17.3% | +1.9% | +15.4% | +13.8% |
| YTD | -4.6% | +11.3% | -15.9% | -16.1% |
| 1Y | +0.8% | +11.7% | -10.9% | -11.8% |
| 3Y | +28.8% | +74.4% | -45.6% | -31.5% |
| 5Y | +14.0% | +59.5% | -45.5% | -32.8% |
| All | +338.6% | +225.4% | +113.2% | +16.5% |
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 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