+111.8%
DG vs M
-3.0%
+114.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | +5.2% | +5.0% | +0.2% | +4.6% |
| 30D | +7.9% | +10.6% | -2.7% | +6.6% |
| 3M | +12.7% | +1.6% | +11.1% | +12.5% |
| 6M | +22.4% | +30.8% | -8.4% | +18.5% |
| YTD | +5.4% | +16.9% | -11.5% | +3.0% |
| 1Y | +39.4% | +26.3% | +13.1% | +35.0% |
| 3Y | +24.1% | +158.6% | -134.5% | +7.6% |
| 5Y | -32.2% | +2.1% | -34.2% | -36.6% |
| 10Y | +111.8% | -4.3% | +116.1% | +106.9% |
| All | +111.8% | -3.0% | +114.8% | +106.9% |
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