+737.9%
BE vs DG
+56.4%
+681.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.1% | +12.9% | +13.0% |
| 7D | +4.5% | -3.0% | +7.5% | +5.2% |
| 30D | -20.1% | +8.6% | -28.7% | -21.7% |
| 3M | -0.8% | +15.0% | -15.9% | -4.1% |
| 6M | -26.2% | +32.7% | -58.9% | -31.7% |
| YTD | +141.1% | +5.5% | +135.6% | +133.9% |
| 1Y | +64.8% | +34.6% | +30.2% | +50.4% |
| 3Y | +1,887.4% | +24.2% | +1,863.1% | +1,656.3% |
| 5Y | +518.1% | -32.3% | +550.3% | +594.9% |
| All | +737.9% | +56.4% | +681.5% | +580.3% |
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