+176.7%
DLR vs AG
+64.8%
+111.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | -1.2% | +12.5% | -13.6% | -2.1% |
| 3M | +2.9% | +28.2% | -25.2% | +0.8% |
| 6M | +6.7% | -18.8% | +25.5% | +7.4% |
| YTD | +23.9% | +27.4% | -3.5% | +20.2% |
| 1Y | +18.6% | +132.2% | -113.5% | +9.9% |
| 3Y | +59.7% | +286.9% | -227.2% | +39.7% |
| 5Y | +42.1% | +72.8% | -30.7% | +27.6% |
| 10Y | +176.7% | +74.6% | +102.1% | +158.4% |
| All | +176.7% | +64.8% | +111.9% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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