+43.8%
D vs DG
+128.5%
-84.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.9% |
| 7D | +0.8% | +0.7% | +0.1% | +0.6% |
| 30D | +10.7% | +7.4% | +3.3% | +9.2% |
| 3M | +2.3% | +8.5% | -6.2% | +0.6% |
| 6M | +12.5% | +21.9% | -9.4% | +8.0% |
| YTD | +20.1% | +4.9% | +15.2% | +17.9% |
| 1Y | +15.6% | +40.4% | -24.9% | +6.9% |
| 3Y | +75.2% | +23.5% | +51.7% | +59.6% |
| 5Y | +14.6% | -32.3% | +46.9% | +19.1% |
| 10Y | +43.8% | +119.3% | -75.6% | +29.7% |
| All | +43.8% | +128.5% | -84.7% | +29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling