+677.7%
GD vs DG
+635.1%
+42.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.2% | -1.9% |
| 7D | -3.9% | +6.1% | -10.0% | -5.0% |
| 30D | +8.1% | +11.9% | -3.9% | +5.8% |
| 3M | -6.8% | +9.3% | -16.0% | -8.5% |
| 6M | +3.0% | +19.1% | -16.1% | -0.8% |
| YTD | +7.8% | +5.9% | +1.8% | +5.8% |
| 1Y | +5.8% | +39.8% | -34.0% | -1.5% |
| 3Y | +55.3% | +23.4% | +31.9% | +42.4% |
| 5Y | +96.7% | -33.3% | +130.0% | +103.4% |
| 10Y | +195.4% | +131.0% | +64.3% | +126.9% |
| All | +677.7% | +635.1% | +42.6% | +321.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling