+111.8%
DG vs FDS
+127.5%
-15.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +5.2% | -2.0% | +7.2% | +5.8% |
| 30D | +7.9% | +13.5% | -5.6% | +4.7% |
| 3M | +12.7% | +15.2% | -2.4% | +8.6% |
| 6M | +22.4% | +47.0% | -24.6% | +10.0% |
| YTD | +5.4% | +13.9% | -8.5% | +0.3% |
| 1Y | +39.4% | +25.2% | +14.2% | +29.3% |
| 3Y | +24.1% | -25.3% | +49.5% | +29.2% |
| 5Y | -32.2% | -23.3% | -8.9% | -31.2% |
| 10Y | +111.8% | +126.0% | -14.2% | +49.4% |
| All | +111.8% | +127.5% | -15.7% | +49.4% |
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