+1,641.3%
SPGI vs ACWI
+356.8%
+1,284.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | +0.1% | +0.5% | -0.4% | -0.4% |
| 30D | +8.4% | +0.9% | +7.5% | +7.4% |
| 3M | +11.8% | +2.4% | +9.4% | +8.3% |
| 6M | +5.7% | +12.4% | -6.7% | -7.8% |
| YTD | -9.7% | +15.2% | -24.8% | -23.3% |
| 1Y | -12.5% | +22.7% | -35.2% | -30.9% |
| 3Y | +21.8% | +75.8% | -54.0% | -35.4% |
| 5Y | +8.2% | +67.7% | -59.5% | -39.6% |
| 10Y | +309.5% | +229.0% | +80.5% | +10.5% |
| All | +1,641.3% | +356.8% | +1,284.5% | +202.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling