+87.8%
DT vs AG
+53.6%
+34.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.1% |
| 7D | +3.1% | -10.0% | +13.1% | +4.4% |
| 30D | -29.5% | -10.5% | -19.0% | -28.7% |
| 3M | -11.7% | -27.3% | +15.5% | -8.8% |
| 6M | +29.0% | -43.0% | +72.0% | +36.3% |
| YTD | +3.4% | -17.9% | +21.3% | +1.8% |
| 1Y | -4.2% | +11.9% | -16.2% | -10.0% |
| 3Y | -12.8% | +201.8% | -214.7% | -34.0% |
| 5Y | -39.6% | -0.1% | -39.5% | -47.0% |
| All | +87.8% | +53.6% | +34.3% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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