+432.1%
DGP vs SPY
+315.0%
+117.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +3.2% |
| 7D | +9.1% | +0.1% | +9.1% | +9.1% |
| 30D | -10.4% | -3.3% | -7.1% | -9.9% |
| 3M | -11.4% | -2.4% | -9.0% | -11.0% |
| 6M | -27.7% | +2.6% | -30.3% | -27.8% |
| YTD | -17.4% | +11.2% | -28.6% | -18.2% |
| 1Y | -5.1% | +13.4% | -18.5% | -6.2% |
| 3Y | +232.6% | +79.9% | +152.7% | +219.0% |
| 5Y | +235.1% | +72.2% | +162.9% | +219.2% |
| 10Y | +432.1% | +307.3% | +124.8% | +429.0% |
| All | +432.1% | +315.0% | +117.1% | +429.0% |
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