+12.6%
BND vs DG
+3.3%
+9.3%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.6% |
| 7D | -0.9% | -6.3% | +5.4% | -0.8% |
| 30D | -1.0% | +2.4% | -3.4% | -1.0% |
| 3M | -1.2% | +12.4% | -13.7% | -1.5% |
| 6M | -2.0% | -14.9% | +12.9% | -1.8% |
| YTD | -1.2% | -6.1% | +4.9% | -1.2% |
| 1Y | -0.5% | +17.9% | -18.3% | -0.8% |
| All | +12.6% | +3.3% | +9.3% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling