+672.3%
AU vs DG
+101.8%
+570.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -4.3% | -6.5% | +2.2% | -3.5% |
| 30D | +7.3% | +4.2% | +3.1% | +6.7% |
| 3M | +26.3% | +9.5% | +16.8% | +24.6% |
| 6M | +1.8% | -13.1% | +14.9% | +3.1% |
| YTD | +26.8% | -4.8% | +31.7% | +27.2% |
| 1Y | +66.7% | +20.6% | +46.1% | +62.8% |
| 3Y | +579.1% | +4.9% | +574.1% | +560.9% |
| 5Y | +689.3% | -37.9% | +727.2% | +699.9% |
| All | +672.3% | +101.8% | +570.5% | +763.7% |
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