+48.3%
D vs DG
+119.6%
-71.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +2.4% | +5.2% | -2.8% | +1.4% |
| 30D | +10.9% | +7.9% | +3.0% | +9.3% |
| 3M | +2.8% | +12.7% | -9.9% | +0.5% |
| 6M | +12.7% | +22.4% | -9.7% | +8.1% |
| YTD | +20.3% | +5.4% | +14.9% | +18.1% |
| 1Y | +17.1% | +39.4% | -22.3% | +8.5% |
| 3Y | +75.1% | +24.1% | +51.0% | +59.3% |
| 5Y | +13.1% | -32.2% | +45.3% | +17.7% |
| 10Y | +48.3% | +111.8% | -63.5% | +31.5% |
| All | +48.3% | +119.6% | -71.3% | +31.5% |
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