+98.2%
DG vs SPYG
+424.6%
-326.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | -6.5% | -0.9% | -5.6% | -6.2% |
| 30D | +4.2% | -1.5% | +5.7% | +4.7% |
| 3M | +9.5% | +3.7% | +5.8% | +7.8% |
| 6M | -13.1% | +16.4% | -29.6% | -18.3% |
| YTD | -4.8% | +13.3% | -18.2% | -9.6% |
| 1Y | +20.6% | +17.9% | +2.7% | +12.7% |
| 3Y | +4.9% | +98.3% | -93.4% | -24.5% |
| 5Y | -37.9% | +86.4% | -124.3% | -54.8% |
| All | +98.2% | +424.6% | -326.4% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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