+3,553.2%
FIX vs DG
+105.2%
+3,448.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | +9.4% | +0.3% | +9.1% | +9.4% |
| 30D | -27.8% | +3.2% | -31.0% | -28.4% |
| 3M | -35.6% | +10.4% | -46.0% | -36.9% |
| 6M | -45.2% | +33.2% | -78.4% | -48.4% |
| YTD | +19.5% | +3.0% | +16.5% | +17.4% |
| 1Y | +24.2% | +31.2% | -7.0% | +16.3% |
| 3Y | +494.2% | +21.8% | +472.3% | +439.8% |
| 5Y | +1,036.1% | -35.0% | +1,071.1% | +1,158.1% |
| All | +3,553.2% | +105.2% | +3,448.0% | +2,656.9% |
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