+356.1%
ALL vs DG
+105.6%
+250.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.7% | -1.7% |
| 7D | -1.7% | -2.5% | +0.7% | -1.3% |
| 30D | -4.7% | +1.0% | -5.7% | -4.9% |
| 3M | +18.4% | +20.3% | -1.9% | +15.0% |
| 6M | +20.5% | -11.7% | +32.2% | +22.3% |
| YTD | +23.5% | -2.3% | +25.9% | +23.2% |
| 1Y | +29.0% | +20.0% | +9.0% | +23.8% |
| 3Y | +153.7% | +7.2% | +146.5% | +139.8% |
| 5Y | +114.8% | -37.9% | +152.7% | +130.3% |
| 10Y | +356.1% | +107.3% | +248.8% | +283.9% |
| All | +356.1% | +105.6% | +250.5% | +283.9% |
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