+220.1%
C vs DG
+128.5%
+91.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +2.2% |
| 7D | -0.9% | +0.7% | -1.6% | -1.0% |
| 30D | -5.4% | +7.4% | -12.8% | -6.4% |
| 3M | -9.2% | +8.5% | -17.7% | -10.4% |
| 6M | -1.8% | +21.9% | -23.7% | -5.0% |
| YTD | +6.7% | +4.9% | +1.8% | +5.2% |
| 1Y | +23.5% | +40.4% | -16.9% | +16.4% |
| 3Y | +219.8% | +23.5% | +196.3% | +198.4% |
| 5Y | +112.4% | -32.3% | +144.7% | +124.2% |
| 10Y | +220.1% | +119.3% | +100.8% | +145.3% |
| All | +220.1% | +128.5% | +91.6% | +145.3% |
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