+107.3%
DG vs M
-6.4%
+113.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.7% |
| 7D | -2.5% | +2.4% | -4.8% | -2.7% |
| 30D | +1.0% | -11.6% | +12.6% | +2.5% |
| 3M | +20.3% | +1.6% | +18.7% | +20.1% |
| 6M | -11.7% | +25.2% | -37.0% | -14.1% |
| YTD | -2.3% | +3.8% | -6.1% | -3.2% |
| 1Y | +20.0% | +36.3% | -16.3% | +15.2% |
| 3Y | +7.2% | +116.3% | -109.1% | -5.2% |
| 5Y | -37.9% | +28.2% | -66.1% | -43.3% |
| 10Y | +107.3% | -3.4% | +110.7% | +98.3% |
| All | +107.3% | -6.4% | +113.7% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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