+35.3%
DLR vs CG
+9.5%
+25.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.2% |
| 7D | +3.4% | -1.3% | +4.7% | +3.8% |
| 30D | -2.2% | -3.2% | +0.9% | -1.5% |
| 3M | +4.7% | +6.2% | -1.5% | +2.2% |
| 6M | +9.0% | -4.7% | +13.7% | +9.6% |
| YTD | +24.1% | -20.6% | +44.8% | +31.2% |
| 1Y | +20.9% | -26.4% | +47.3% | +30.3% |
| 3Y | +60.0% | +55.4% | +4.6% | +28.1% |
| 5Y | +35.3% | +9.8% | +25.5% | +12.8% |
| All | +35.3% | +9.5% | +25.8% | +12.8% |
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 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