-38.7%
DG vs SPYG
+82.6%
-121.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.1% |
| 7D | -6.3% | -1.8% | -4.5% | -5.9% |
| 30D | +2.4% | -1.9% | +4.4% | +2.9% |
| 3M | +12.4% | +5.2% | +7.3% | +11.1% |
| 6M | -14.9% | +15.6% | -30.5% | -17.7% |
| YTD | -6.1% | +12.4% | -18.5% | -8.7% |
| 1Y | +17.9% | +17.5% | +0.4% | +13.4% |
| 3Y | +3.1% | +98.1% | -94.9% | -17.8% |
| 5Y | -38.7% | +84.9% | -123.6% | -52.4% |
| All | -38.7% | +82.6% | -121.2% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling