+81.0%
F vs DG
+128.5%
-47.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | +0.2% |
| 7D | -0.6% | +0.7% | -1.3% | -0.8% |
| 30D | +2.9% | +7.4% | -4.6% | +1.3% |
| 3M | -9.5% | +8.5% | -18.0% | -11.1% |
| 6M | +4.0% | +21.9% | -17.8% | -0.4% |
| YTD | -1.3% | +4.9% | -6.2% | -3.0% |
| 1Y | -1.9% | +40.4% | -42.3% | -9.4% |
| 3Y | +53.5% | +23.5% | +30.0% | +39.6% |
| 5Y | -15.1% | -32.3% | +17.1% | -10.7% |
| 10Y | +81.0% | +119.3% | -38.3% | +42.5% |
| All | +81.0% | +128.5% | -47.5% | +42.5% |
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