+32.3%
DLR vs CG
-23.0%
+55.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.2% |
| 7D | +3.3% | +0.2% | +3.1% | +3.2% |
| 30D | +4.6% | +11.2% | -6.6% | +1.1% |
| 3M | -8.3% | -22.1% | +13.8% | -1.6% |
| 6M | -5.6% | -17.9% | +12.3% | -0.8% |
| YTD | +18.7% | -31.3% | +50.0% | +30.7% |
| 1Y | +17.1% | -24.0% | +41.1% | +24.7% |
| 3Y | +54.4% | +45.0% | +9.4% | +24.2% |
| All | +32.3% | -23.0% | +55.4% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling