-1.1%
BND vs DG
-32.7%
+31.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.6% | -3.0% | +2.4% | -0.5% |
| 30D | +1.6% | +8.6% | -7.0% | +1.4% |
| 3M | -0.5% | +15.0% | -15.5% | -0.8% |
| 6M | -1.1% | +32.7% | -33.7% | -1.6% |
| YTD | -0.7% | +5.5% | -6.2% | -0.9% |
| 1Y | -0.7% | +34.6% | -35.3% | -1.3% |
| 3Y | +14.4% | +24.2% | -9.8% | +13.5% |
| All | -1.1% | -32.7% | +31.6% | -0.9% |
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