+0.9%
CG vs DGX
+66.8%
-65.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.2% |
| 7D | -9.9% | -0.9% | -9.0% | -9.6% |
| 30D | -11.7% | -1.2% | -10.5% | -11.3% |
| 3M | -4.3% | +15.8% | -20.1% | -8.5% |
| 6M | -8.8% | +18.2% | -26.9% | -13.5% |
| YTD | -26.9% | +37.2% | -64.1% | -34.4% |
| 1Y | -35.4% | +30.4% | -65.8% | -41.2% |
| 3Y | +43.0% | +96.7% | -53.7% | +5.8% |
| All | +0.9% | +66.8% | -65.9% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling