+102.2%
DG vs FDS
+72.8%
+29.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.8% | -1.7% |
| 7D | -4.8% | -8.8% | +4.0% | -2.6% |
| 30D | +1.8% | -1.4% | +3.1% | +2.0% |
| 3M | +14.5% | +13.9% | +0.6% | +10.2% |
| 6M | -13.6% | +27.4% | -40.9% | -19.6% |
| YTD | -4.8% | -2.5% | -2.4% | -5.7% |
| 1Y | +21.6% | -23.8% | +45.4% | +27.8% |
| 3Y | +4.5% | -32.5% | +37.0% | +11.3% |
| 5Y | -38.5% | -23.2% | -15.3% | -38.1% |
| 10Y | +102.2% | +76.4% | +25.8% | +49.0% |
| All | +102.2% | +72.8% | +29.4% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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