+269.6%
D vs DG
+606.1%
-336.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | +1.5% | +8.4% | -6.9% | +0.1% |
| 30D | -2.6% | +4.9% | -7.5% | -3.4% |
| 3M | 0.0% | +29.3% | -29.3% | -4.3% |
| 6M | +7.4% | -11.3% | +18.6% | +8.9% |
| YTD | +15.9% | +1.8% | +14.1% | +14.7% |
| 1Y | +18.1% | +25.3% | -7.2% | +12.4% |
| 3Y | +58.4% | +9.1% | +49.3% | +49.7% |
| 5Y | +5.2% | -34.9% | +40.1% | +8.3% |
| 10Y | +35.9% | +108.2% | -72.3% | +17.9% |
| All | +269.6% | +606.1% | -336.5% | +157.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling