+5.0%
DG vs AS
+125.3%
-120.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.8% |
| 7D | -2.5% | -3.6% | +1.2% | -2.2% |
| 30D | +7.7% | +3.4% | +4.3% | +7.5% |
| 3M | +13.1% | -8.6% | +21.7% | +13.6% |
| 6M | +32.0% | -10.0% | +42.1% | +32.8% |
| YTD | +3.3% | -19.2% | +22.5% | +4.1% |
| 1Y | +31.7% | -3.8% | +35.4% | +32.0% |
| All | +5.0% | +125.3% | -120.3% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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