+223.1%
DG vs CG
+351.2%
-128.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | +8.4% | -4.3% | +12.7% | +8.9% |
| 30D | +4.9% | -5.1% | +10.0% | +5.5% |
| 3M | +29.3% | +8.7% | +20.7% | +27.7% |
| 6M | -11.3% | -9.2% | -2.0% | -10.5% |
| YTD | +1.8% | -18.9% | +20.6% | +3.8% |
| 1Y | +25.3% | -25.6% | +51.0% | +29.0% |
| 3Y | +9.1% | +57.3% | -48.2% | -0.3% |
| 5Y | -34.9% | +10.2% | -45.0% | -38.9% |
| 10Y | +108.2% | +364.2% | -256.1% | +56.7% |
| All | +223.1% | +351.2% | -128.1% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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