-37.7%
DG vs BG
+81.8%
-119.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.5% |
| 7D | -6.5% | +3.1% | -9.6% | -6.9% |
| 30D | +4.2% | +10.2% | -6.1% | +2.8% |
| 3M | +9.5% | -1.7% | +11.2% | +9.6% |
| 6M | -13.1% | +1.0% | -14.1% | -13.6% |
| YTD | -4.8% | +39.9% | -44.8% | -10.3% |
| 1Y | +20.6% | +53.2% | -32.6% | +11.9% |
| 3Y | +4.9% | +16.3% | -11.3% | +0.9% |
| All | -37.7% | +81.8% | -119.6% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling