+165.2%
GD vs DG
+105.2%
+60.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | +8.6% | +3.2% | +5.4% | +7.9% |
| 3M | -7.1% | +10.4% | -17.5% | -8.7% |
| 6M | +7.5% | +33.2% | -25.7% | +2.3% |
| YTD | +9.9% | +3.0% | +6.9% | +8.6% |
| 1Y | +7.6% | +31.2% | -23.7% | +2.1% |
| 3Y | +56.2% | +21.8% | +34.4% | +44.7% |
| 5Y | +100.6% | -35.0% | +135.6% | +111.7% |
| All | +165.2% | +105.2% | +60.0% | +126.5% |
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