+85.7%
DGICB vs SPY
+322.5%
-236.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -2.3% |
| 7D | +1.0% | -0.8% | +1.7% | +1.0% |
| 30D | +6.3% | -1.1% | +7.4% | +6.4% |
| 3M | +38.3% | +3.9% | +34.4% | +38.0% |
| 6M | +66.3% | +13.6% | +52.7% | +64.9% |
| YTD | +45.1% | +12.7% | +32.5% | +44.0% |
| 1Y | +53.5% | +17.5% | +36.0% | +51.9% |
| 3Y | +102.7% | +76.9% | +25.8% | +98.4% |
| 5Y | +105.1% | +83.6% | +21.6% | +100.9% |
| All | +85.7% | +322.5% | -236.8% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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