+633.5%
EFX vs DG
+606.1%
+27.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.9% | -6.7% |
| 7D | -8.6% | +8.4% | -17.0% | -10.2% |
| 30D | +0.1% | +4.9% | -4.8% | -1.0% |
| 3M | +3.8% | +29.3% | -25.5% | -1.6% |
| 6M | -13.5% | -11.3% | -2.3% | -11.7% |
| YTD | -17.7% | +1.8% | -19.4% | -18.5% |
| 1Y | -25.6% | +25.3% | -50.9% | -29.8% |
| 3Y | -12.1% | +9.1% | -21.2% | -17.8% |
| 5Y | -33.8% | -34.9% | +1.1% | -30.5% |
| 10Y | +45.1% | +108.2% | -63.0% | +15.5% |
| All | +633.5% | +606.1% | +27.4% | +328.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling