+365.2%
C vs DG
+606.1%
-240.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | +3.6% | +8.4% | -4.8% | +2.1% |
| 30D | +0.1% | +4.9% | -4.9% | -0.9% |
| 3M | +2.4% | +29.3% | -26.9% | -2.8% |
| 6M | +24.9% | -11.3% | +36.2% | +27.0% |
| YTD | +19.8% | +1.8% | +18.1% | +18.4% |
| 1Y | +44.9% | +25.3% | +19.5% | +36.8% |
| 3Y | +263.0% | +9.1% | +253.9% | +239.8% |
| 5Y | +129.5% | -34.9% | +164.4% | +140.1% |
| 10Y | +291.6% | +108.2% | +183.5% | +184.8% |
| All | +365.2% | +606.1% | -240.9% | +112.7% |
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