+591.6%
DG vs BG
+169.1%
+422.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | +0.3% | +2.6% | -2.3% | -0.1% |
| 30D | +3.2% | -6.7% | +9.9% | +4.2% |
| 3M | +10.4% | -9.3% | +19.7% | +11.7% |
| 6M | +33.2% | -18.3% | +51.5% | +36.4% |
| YTD | +3.0% | +16.2% | -13.2% | -0.4% |
| 1Y | +31.2% | +7.6% | +23.6% | +28.4% |
| 3Y | +21.8% | +6.6% | +15.3% | +18.2% |
| 5Y | -35.0% | +22.2% | -57.2% | -38.9% |
| 10Y | +106.0% | +112.0% | -6.0% | +70.1% |
| All | +591.6% | +169.1% | +422.5% | +427.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling