+165.2%
GD vs DGX
+279.6%
-114.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.7% | +1.6% | +1.1% | +2.2% |
| 30D | +8.6% | +11.2% | -2.6% | +5.0% |
| 3M | -7.1% | +10.4% | -17.4% | -10.0% |
| 6M | +7.5% | +37.1% | -29.6% | -2.9% |
| YTD | +9.9% | +52.1% | -42.2% | -4.5% |
| 1Y | +7.6% | +40.7% | -33.2% | -4.2% |
| 3Y | +56.2% | +107.6% | -51.4% | +20.2% |
| 5Y | +100.6% | +90.6% | +10.0% | +56.3% |
| All | +165.2% | +279.6% | -114.4% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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