-66.9%
BAX vs DG
-37.3%
-29.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.3% | -3.1% |
| 7D | -2.4% | -2.5% | 0.0% | -2.0% |
| 30D | -9.7% | +1.0% | -10.7% | -9.9% |
| 3M | +29.3% | +20.3% | +8.9% | +25.4% |
| 6M | +40.7% | -11.7% | +52.4% | +42.6% |
| YTD | +30.3% | -2.3% | +32.6% | +29.9% |
| 1Y | +3.4% | +20.0% | -16.6% | -0.3% |
| 3Y | -32.0% | +7.2% | -39.3% | -35.5% |
| 5Y | -66.9% | -37.9% | -28.9% | -64.4% |
| All | -66.9% | -37.3% | -29.6% | -64.4% |
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