+419.2%
DGP vs SPY
+307.0%
+112.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -8.4% | +2.6% | -11.0% | -8.8% |
| 30D | -13.5% | -2.0% | -11.5% | -13.2% |
| 3M | -23.9% | -2.8% | -21.1% | -23.5% |
| 6M | -35.2% | +2.1% | -37.3% | -35.3% |
| YTD | -26.9% | +11.5% | -38.4% | -27.7% |
| 1Y | -22.6% | +13.5% | -36.0% | -23.5% |
| 3Y | +198.3% | +77.7% | +120.6% | +186.2% |
| 5Y | +185.9% | +72.6% | +113.3% | +172.3% |
| All | +419.2% | +307.0% | +112.1% | +440.7% |
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