+3,601.2%
FIX vs DG
+105.9%
+3,495.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.6% |
| 7D | +16.9% | -2.5% | +19.4% | +17.3% |
| 30D | -30.6% | +7.7% | -38.3% | -31.7% |
| 3M | -35.1% | +13.1% | -48.2% | -36.7% |
| 6M | -44.0% | +32.0% | -76.0% | -47.2% |
| YTD | +21.0% | +3.3% | +17.7% | +18.9% |
| 1Y | +16.2% | +31.7% | -15.5% | +8.7% |
| 3Y | +506.9% | +21.7% | +485.2% | +452.0% |
| 5Y | +1,051.1% | -34.7% | +1,085.8% | +1,174.1% |
| All | +3,601.2% | +105.9% | +3,495.3% | +2,691.9% |
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