+934.0%
BE vs DG
+39.2%
+894.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.8% |
| 7D | +9.7% | -6.3% | +16.0% | +11.1% |
| 30D | +22.4% | +2.4% | +20.0% | +21.6% |
| 3M | +10.4% | +12.4% | -2.1% | +6.4% |
| 6M | +67.9% | -14.9% | +82.8% | +72.1% |
| YTD | +197.5% | -6.1% | +203.5% | +196.5% |
| 1Y | +310.6% | +17.9% | +292.7% | +285.3% |
| 3Y | +1,657.2% | +3.1% | +1,654.1% | +1,539.9% |
| 5Y | +1,218.2% | -38.7% | +1,256.8% | +1,407.8% |
| All | +934.0% | +39.2% | +894.7% | +762.5% |
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