+54.5%
DLR vs FGI
0.0%
+54.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +3.4% |
| 7D | +2.4% | -1.4% | +3.7% | +2.4% |
| 30D | +0.7% | -3.2% | +4.0% | +0.8% |
| 3M | -6.4% | +64.1% | -70.5% | -7.2% |
| 6M | -6.5% | +17.2% | -23.7% | -7.1% |
| YTD | +18.8% | +31.6% | -12.8% | +17.6% |
| 1Y | +9.0% | +45.1% | -36.0% | +7.9% |
| 3Y | +54.5% | -2.0% | +56.5% | +55.1% |
| All | +54.5% | 0.0% | +54.5% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling