+1,754.8%
SPGI vs ACWI
+330.1%
+1,424.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | +2.1% |
| 7D | +2.6% | -4.0% | +6.6% | +7.0% |
| 30D | +19.3% | -5.8% | +25.1% | +26.8% |
| 3M | +15.5% | -5.0% | +20.5% | +21.5% |
| 6M | +18.3% | +0.7% | +17.6% | +16.1% |
| YTD | -3.8% | +8.4% | -12.2% | -13.2% |
| 1Y | +1.3% | +10.1% | -8.8% | -10.3% |
| 3Y | +33.6% | +70.8% | -37.2% | -27.4% |
| 5Y | +13.2% | +55.4% | -42.2% | -31.7% |
| 10Y | +346.3% | +223.3% | +123.0% | +22.2% |
| All | +1,754.8% | +330.1% | +1,424.7% | +241.8% |
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