+680.6%
GD vs DG
+606.1%
+74.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.0% |
| 7D | -5.3% | +8.4% | -13.7% | -6.6% |
| 30D | -6.4% | +4.9% | -11.4% | -7.3% |
| 3M | +5.7% | +29.3% | -23.6% | +0.7% |
| 6M | -0.9% | -11.3% | +10.3% | +0.6% |
| YTD | +8.2% | +1.8% | +6.4% | +7.2% |
| 1Y | +13.4% | +25.3% | -11.9% | +7.8% |
| 3Y | +68.5% | +9.1% | +59.4% | +58.5% |
| 5Y | +97.2% | -34.9% | +132.0% | +104.9% |
| 10Y | +190.2% | +108.2% | +82.0% | +128.1% |
| All | +680.6% | +606.1% | +74.5% | +327.0% |
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