+304.4%
C vs DG
+612.5%
-308.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.1% |
| 7D | -2.4% | +1.1% | -3.5% | -2.6% |
| 30D | -6.0% | +9.5% | -15.5% | -7.7% |
| 3M | -10.5% | +5.5% | -16.0% | -11.7% |
| 6M | -5.7% | +16.1% | -21.8% | -9.0% |
| YTD | +4.1% | +2.7% | +1.5% | +2.5% |
| 1Y | +20.5% | +42.1% | -21.6% | +10.9% |
| 3Y | +208.1% | +19.3% | +188.9% | +182.0% |
| 5Y | +110.4% | -35.3% | +145.8% | +120.4% |
| 10Y | +234.6% | +123.9% | +110.7% | +138.0% |
| All | +304.4% | +612.5% | -308.1% | +84.1% |
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