+172.1%
GM vs DG
+3.3%
+168.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +2.9% |
| 7D | -1.1% | -6.3% | +5.2% | -0.4% |
| 30D | -3.4% | +2.4% | -5.8% | -3.6% |
| 3M | +8.7% | +12.4% | -3.7% | +7.4% |
| 6M | +15.4% | -14.9% | +30.4% | +16.4% |
| YTD | +6.6% | -6.1% | +12.7% | +6.7% |
| 1Y | +51.5% | +17.9% | +33.6% | +49.1% |
| All | +172.1% | +3.3% | +168.8% | +160.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling