-12.1%
DOW vs DG
+18.3%
-30.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.3% |
| 7D | -1.4% | -6.5% | +5.1% | -0.4% |
| 30D | -3.9% | +4.2% | -8.1% | -4.7% |
| 3M | -12.7% | +9.5% | -22.2% | -14.2% |
| 6M | -13.7% | -13.1% | -0.5% | -12.2% |
| YTD | +28.4% | -4.8% | +33.2% | +28.3% |
| 1Y | +21.8% | +20.6% | +1.1% | +15.6% |
| 3Y | -35.7% | +4.9% | -40.6% | -39.8% |
| 5Y | -36.8% | -37.9% | +1.0% | -32.4% |
| All | -12.1% | +18.3% | -30.3% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling