+112.2%
DT vs CG
+130.5%
-18.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +2.6% |
| 7D | -0.5% | -6.4% | +5.9% | +2.8% |
| 30D | +0.1% | -7.1% | +7.1% | +3.5% |
| 3M | +24.1% | -1.6% | +25.7% | +24.0% |
| 6M | +30.1% | -8.3% | +38.4% | +33.6% |
| YTD | +16.8% | -23.8% | +40.6% | +30.6% |
| 1Y | -0.1% | -28.7% | +28.6% | +14.4% |
| 3Y | +6.8% | +49.2% | -42.3% | -25.6% |
| 5Y | -28.4% | +5.5% | -33.9% | -40.2% |
| All | +112.2% | +130.5% | -18.3% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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