+368.4%
ALL vs DG
+119.6%
+248.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | -0.1% | +5.2% | -5.3% | -0.9% |
| 30D | +13.8% | +7.9% | +5.9% | +12.4% |
| 3M | -2.8% | +12.7% | -15.5% | -4.7% |
| 6M | +23.7% | +22.4% | +1.2% | +19.5% |
| YTD | +27.3% | +5.4% | +21.9% | +25.3% |
| 1Y | +30.5% | +39.4% | -8.8% | +22.4% |
| 3Y | +113.0% | +24.1% | +88.9% | +95.8% |
| 5Y | +157.6% | -32.2% | +189.7% | +171.9% |
| 10Y | +368.4% | +111.8% | +256.6% | +303.3% |
| All | +368.4% | +119.6% | +248.8% | +303.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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