+112.7%
DG vs ACGL
+270.2%
-157.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.8% |
| 7D | +8.4% | -0.7% | +9.1% | +8.5% |
| 30D | +4.9% | -1.0% | +5.9% | +5.1% |
| 3M | +29.3% | +11.0% | +18.3% | +26.9% |
| 6M | -11.3% | -0.3% | -10.9% | -11.3% |
| YTD | +1.8% | +2.3% | -0.5% | +1.1% |
| 1Y | +25.3% | +6.4% | +19.0% | +23.6% |
| 3Y | +9.1% | +34.0% | -24.9% | +1.1% |
| 5Y | -34.9% | +161.6% | -196.5% | -48.4% |
| All | +112.7% | +270.2% | -157.5% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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