+93.8%
GD vs DG
-34.7%
+128.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | -0.4% |
| 7D | -5.0% | +1.1% | -6.1% | -5.1% |
| 30D | +8.9% | +9.5% | -0.6% | +8.0% |
| 3M | -8.0% | +5.5% | -13.5% | -8.6% |
| 6M | +2.9% | +16.1% | -13.2% | +1.2% |
| YTD | +7.1% | +2.7% | +4.4% | +6.4% |
| 1Y | +5.9% | +42.1% | -36.2% | +2.4% |
| 3Y | +53.9% | +19.3% | +34.6% | +47.5% |
| All | +93.8% | -34.7% | +128.5% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling