+203.6%
AU vs DG
+577.8%
-374.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.8% |
| 7D | -0.3% | -2.5% | +2.2% | -0.1% |
| 30D | +12.8% | +1.0% | +11.8% | +12.6% |
| 3M | +28.5% | +20.3% | +8.1% | +26.0% |
| 6M | +4.8% | -11.7% | +16.6% | +5.7% |
| YTD | +31.0% | -2.3% | +33.3% | +31.0% |
| 1Y | +81.4% | +20.0% | +61.4% | +78.3% |
| 3Y | +618.4% | +7.2% | +611.2% | +602.8% |
| 5Y | +686.3% | -37.9% | +724.2% | +691.2% |
| 10Y | +664.5% | +107.3% | +557.2% | +660.2% |
| All | +203.6% | +577.8% | -374.1% | +136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling