+678.6%
AU vs DG
-37.9%
+716.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -4.3% | -6.5% | +2.2% | -3.3% |
| 30D | +7.3% | +4.2% | +3.1% | +6.6% |
| 3M | +26.3% | +9.5% | +16.8% | +24.2% |
| 6M | +1.8% | -13.1% | +14.9% | +3.4% |
| YTD | +26.8% | -4.8% | +31.7% | +27.4% |
| 1Y | +66.7% | +20.6% | +46.1% | +62.1% |
| 3Y | +579.1% | +4.9% | +574.1% | +555.0% |
| All | +678.6% | -37.9% | +716.5% | +725.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling