-35.5%
DOW vs BG
+88.4%
-123.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | -2.4% | +3.7% | -6.1% | -4.0% |
| 30D | -4.1% | +12.3% | -16.4% | -9.0% |
| 3M | -12.4% | -2.2% | -10.2% | -11.9% |
| 6M | -10.6% | +5.3% | -16.0% | -12.7% |
| YTD | +31.1% | +42.4% | -11.3% | +13.0% |
| 1Y | +30.5% | +55.2% | -24.7% | +8.4% |
| 3Y | -34.4% | +21.0% | -55.4% | -42.0% |
| 5Y | -35.5% | +87.1% | -122.6% | -56.3% |
| All | -35.5% | +88.4% | -123.9% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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