-14.1%
CG vs DGX
+45.0%
-59.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.5% | +1.0% | +4.1% |
| 7D | +9.4% | +4.1% | +5.4% | +9.0% |
| 30D | +8.7% | +10.5% | -1.8% | +7.9% |
| 3M | -15.0% | +9.8% | -24.8% | -15.5% |
| 6M | -13.2% | +34.6% | -47.8% | -13.5% |
| YTD | -26.2% | +49.8% | -76.0% | -26.6% |
| 1Y | -14.1% | +46.0% | -60.1% | -14.8% |
| All | -14.1% | +45.0% | -59.1% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling