+93.8%
GD vs DGX
+100.2%
-6.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.7% |
| 7D | -5.0% | +1.5% | -6.5% | -5.3% |
| 30D | +8.9% | +12.6% | -3.7% | +6.1% |
| 3M | -8.0% | +7.6% | -15.6% | -9.6% |
| 6M | +2.9% | +36.2% | -33.3% | -4.0% |
| YTD | +7.1% | +49.8% | -42.7% | -2.7% |
| 1Y | +5.9% | +47.3% | -41.3% | -3.3% |
| 3Y | +53.9% | +102.1% | -48.2% | +28.5% |
| All | +93.8% | +100.2% | -6.4% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling