+208.6%
B vs DG
+119.6%
+89.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.5% | -6.6% | -6.2% |
| 7D | +7.1% | +5.2% | +1.9% | +6.5% |
| 30D | -3.3% | +7.9% | -11.3% | -4.2% |
| 3M | -2.5% | +12.7% | -15.3% | -4.0% |
| 6M | -7.2% | +22.4% | -29.7% | -9.7% |
| YTD | -7.4% | +5.4% | -12.8% | -8.1% |
| 1Y | +16.4% | +39.4% | -23.0% | +12.1% |
| 3Y | +178.7% | +24.1% | +154.6% | +166.9% |
| 5Y | +121.7% | -32.2% | +153.9% | +125.2% |
| 10Y | +208.6% | +111.8% | +96.8% | +218.7% |
| All | +208.6% | +119.6% | +89.0% | +218.7% |
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