+68.3%
DGX vs BG
+81.8%
-13.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.9% |
| 7D | -0.9% | +3.1% | -4.0% | -1.3% |
| 30D | -1.2% | +10.2% | -11.4% | -2.4% |
| 3M | +15.8% | -1.7% | +17.4% | +15.9% |
| 6M | +18.2% | +1.0% | +17.2% | +17.7% |
| YTD | +37.2% | +39.9% | -2.7% | +30.4% |
| 1Y | +30.4% | +53.2% | -22.9% | +22.2% |
| 3Y | +96.7% | +16.3% | +80.4% | +89.4% |
| All | +68.3% | +81.8% | -13.5% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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