+86.4%
F vs DG
+105.6%
-19.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.0% | -0.2% | -3.4% |
| 7D | +1.2% | -2.5% | +3.6% | +1.7% |
| 30D | +1.2% | +1.0% | +0.2% | +1.0% |
| 3M | -5.7% | +20.3% | -26.0% | -9.3% |
| 6M | +17.9% | -11.7% | +29.7% | +20.2% |
| YTD | +10.4% | -2.3% | +12.7% | +10.2% |
| 1Y | +25.3% | +20.0% | +5.3% | +19.5% |
| 3Y | +37.5% | +7.2% | +30.2% | +29.2% |
| 5Y | +46.5% | -37.9% | +84.4% | +57.3% |
| 10Y | +86.4% | +107.3% | -20.9% | +44.6% |
| All | +86.4% | +105.6% | -19.3% | +44.6% |
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