+54.9%
GD vs DG
+23.1%
+31.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.2% | -2.2% |
| 7D | -3.9% | +6.1% | -10.0% | -4.2% |
| 30D | +8.1% | +11.9% | -3.9% | +7.4% |
| 3M | -6.8% | +9.3% | -16.0% | -7.3% |
| 6M | +3.0% | +19.1% | -16.1% | +1.8% |
| YTD | +7.8% | +5.9% | +1.8% | +7.2% |
| 1Y | +5.8% | +39.8% | -34.0% | +4.2% |
| All | +54.9% | +23.1% | +31.8% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling