+231.1%
GM vs DG
+101.8%
+129.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -2.4% | -6.5% | +4.0% | -1.3% |
| 30D | -1.1% | +4.2% | -5.3% | -1.8% |
| 3M | +6.1% | +9.5% | -3.4% | +4.3% |
| 6M | +15.0% | -13.1% | +28.1% | +17.1% |
| YTD | +6.0% | -4.8% | +10.8% | +6.2% |
| 1Y | +47.1% | +20.6% | +26.5% | +41.3% |
| 3Y | +170.5% | +4.9% | +165.6% | +158.0% |
| 5Y | +80.5% | -37.9% | +118.4% | +91.5% |
| All | +231.1% | +101.8% | +129.3% | +173.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling