+119.3%
DG vs M
+3.7%
+115.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.1% | -5.9% | +1.2% |
| 7D | +0.7% | +2.5% | -1.9% | +0.4% |
| 30D | +7.4% | +10.1% | -2.6% | +6.2% |
| 3M | +8.5% | -0.9% | +9.4% | +8.6% |
| 6M | +21.9% | +30.2% | -8.3% | +18.1% |
| YTD | +4.9% | +16.3% | -11.4% | +2.6% |
| 1Y | +40.4% | +27.0% | +13.4% | +35.9% |
| 3Y | +23.5% | +154.5% | -131.0% | +7.2% |
| 5Y | -32.3% | -1.1% | -31.2% | -36.5% |
| 10Y | +119.3% | +0.5% | +118.8% | +111.7% |
| All | +119.3% | +3.7% | +115.6% | +111.7% |
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