+48.0%
BND vs DG
+632.1%
-584.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.6% | -3.0% | +2.4% | -0.5% |
| 30D | +1.2% | +8.6% | -7.4% | +1.1% |
| 3M | -0.8% | +15.0% | -15.9% | -1.0% |
| 6M | -1.4% | +32.7% | -34.1% | -1.6% |
| YTD | -1.1% | +5.5% | -6.6% | -1.1% |
| 1Y | -1.0% | +34.6% | -35.6% | -1.2% |
| 3Y | +14.0% | +24.2% | -10.2% | +13.7% |
| 5Y | -1.4% | -32.3% | +30.8% | -1.6% |
| 10Y | +17.5% | +111.1% | -93.6% | +18.6% |
| All | +48.0% | +632.1% | -584.1% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling