+119.3%
DG vs ALM
+2,221.4%
-2,102.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.1% | -5.9% | +2.0% |
| 7D | +0.7% | +0.7% | -0.1% | +0.6% |
| 30D | +7.4% | -26.1% | +33.5% | +8.1% |
| 3M | +8.5% | -38.1% | +46.6% | +9.5% |
| 6M | +21.9% | -55.4% | +77.3% | +23.6% |
| YTD | +4.9% | -0.4% | +5.3% | +4.1% |
| 1Y | +40.4% | +25.4% | +15.0% | +38.5% |
| 3Y | +23.5% | +907.8% | -884.3% | +17.9% |
| 5Y | -32.3% | +440.2% | -472.5% | -35.4% |
| 10Y | +119.3% | +2,031.1% | -1,911.8% | +119.4% |
| All | +119.3% | +2,221.4% | -2,102.1% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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