+44.3%
DLR vs FGI
-70.4%
+114.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.2% | +0.3% |
| 7D | +1.6% | +0.5% | +1.0% | +1.6% |
| 30D | -3.4% | +65.4% | -68.8% | -4.3% |
| 3M | +0.5% | +23.5% | -23.0% | -0.2% |
| 6M | +4.6% | +60.5% | -56.0% | +3.1% |
| YTD | +23.4% | +30.0% | -6.6% | +21.9% |
| 1Y | +19.0% | +82.1% | -63.0% | +16.7% |
| 3Y | +56.5% | -4.4% | +60.9% | +54.2% |
| All | +44.3% | -70.4% | +114.6% | +42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling