+176.7%
DLR vs CG
+324.5%
-147.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.8% |
| 7D | +2.9% | -6.4% | +9.3% | +4.6% |
| 30D | -1.2% | -7.1% | +5.9% | +0.5% |
| 3M | +2.9% | -1.6% | +4.5% | +2.8% |
| 6M | +6.7% | -8.3% | +15.0% | +8.3% |
| YTD | +23.9% | -23.8% | +47.7% | +31.3% |
| 1Y | +18.6% | -28.7% | +47.4% | +27.6% |
| 3Y | +59.7% | +49.2% | +10.5% | +36.4% |
| 5Y | +42.1% | +5.5% | +36.5% | +27.0% |
| 10Y | +176.7% | +331.2% | -154.5% | +83.8% |
| All | +176.7% | +324.5% | -147.8% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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