-62.5%
BAX vs DG
-32.0%
-30.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +2.0% |
| 7D | +9.0% | +0.7% | +8.4% | +8.8% |
| 30D | +8.5% | +7.4% | +1.0% | +7.0% |
| 3M | -4.1% | +8.5% | -12.6% | -5.7% |
| 6M | +46.9% | +21.9% | +25.1% | +41.7% |
| YTD | +38.4% | +4.9% | +33.5% | +36.0% |
| 1Y | +47.0% | +40.4% | +6.6% | +38.1% |
| 3Y | -14.9% | +23.5% | -38.4% | -21.3% |
| 5Y | -62.5% | -32.3% | -30.2% | -60.1% |
| All | -62.5% | -32.0% | -30.5% | -60.1% |
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 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