+107.6%
DG vs BAH
+186.3%
-78.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.8% |
| 7D | -2.5% | -4.3% | +1.9% | -1.5% |
| 30D | +1.0% | -4.5% | +5.5% | +2.0% |
| 3M | +20.3% | -7.6% | +27.9% | +21.9% |
| 6M | -11.7% | -10.6% | -1.1% | -10.2% |
| YTD | -2.3% | -12.6% | +10.2% | -1.0% |
| 1Y | +20.0% | -27.0% | +47.0% | +26.5% |
| 3Y | +7.2% | -31.5% | +38.7% | +9.8% |
| 5Y | -37.9% | -3.8% | -34.1% | -43.1% |
| All | +107.6% | +186.3% | -78.7% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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