+203.8%
DG vs ALM
+7,705.7%
-7,501.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.5% |
| 7D | +8.4% | -2.6% | +11.0% | +8.4% |
| 30D | +4.9% | +32.0% | -27.1% | +4.8% |
| 3M | +29.3% | -15.0% | +44.4% | +29.4% |
| 6M | -11.3% | -10.1% | -1.1% | -11.3% |
| YTD | +1.8% | +99.4% | -97.7% | +1.4% |
| 1Y | +25.3% | +316.4% | -291.0% | +24.6% |
| 3Y | +9.1% | +2,022.0% | -2,012.9% | +7.9% |
| 5Y | -34.9% | +941.2% | -976.1% | -35.5% |
| 10Y | +108.2% | +2,950.3% | -2,842.2% | +105.3% |
| All | +203.8% | +7,705.7% | -7,501.9% | +196.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling