-35.6%
BAX vs DG
+119.6%
-155.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.1% |
| 7D | +3.6% | +5.2% | -1.6% | +2.5% |
| 30D | +8.5% | +7.9% | +0.6% | +6.5% |
| 3M | -4.9% | +12.7% | -17.6% | -7.6% |
| 6M | +47.0% | +22.4% | +24.6% | +40.2% |
| YTD | +38.4% | +5.4% | +33.0% | +35.6% |
| 1Y | +49.1% | +39.4% | +9.7% | +37.5% |
| 3Y | -14.9% | +24.1% | -39.0% | -22.9% |
| 5Y | -63.1% | -32.2% | -31.0% | -61.5% |
| 10Y | -35.6% | +111.8% | -147.4% | -48.1% |
| All | -35.6% | +119.6% | -155.2% | -48.1% |
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