+101.5%
DG vs ALM
+1,942.8%
-1,841.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -1.9% |
| 7D | -2.5% | -4.0% | +1.6% | -2.4% |
| 30D | +7.7% | -30.5% | +38.2% | +8.5% |
| 3M | +13.1% | -46.9% | +60.0% | +14.6% |
| 6M | +32.0% | -65.5% | +97.5% | +34.9% |
| YTD | +3.3% | -13.4% | +16.7% | +2.8% |
| 1Y | +31.7% | +9.8% | +21.9% | +30.2% |
| 3Y | +21.7% | +783.1% | -761.4% | +16.2% |
| 5Y | -34.7% | +378.3% | -413.0% | -37.7% |
| All | +101.5% | +1,942.8% | -1,841.4% | +97.9% |
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