+324.5%
DLR vs CG
+300.6%
+23.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.8% |
| 7D | +0.3% | +2.0% | -1.6% | -0.1% |
| 30D | +1.2% | +8.5% | -7.4% | -0.8% |
| 3M | -4.8% | -12.1% | +7.3% | -2.3% |
| 6M | -6.1% | -16.4% | +10.3% | -2.8% |
| YTD | +19.3% | -28.0% | +47.3% | +27.1% |
| 1Y | +10.0% | -18.9% | +28.9% | +13.8% |
| 3Y | +53.8% | +51.2% | +2.5% | +34.2% |
| 5Y | +39.1% | -15.9% | +55.0% | +32.7% |
| 10Y | +188.1% | +305.9% | -117.8% | +105.8% |
| All | +324.5% | +300.6% | +23.9% | +186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling