+75.8%
GM vs DG
-37.9%
+113.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -2.4% | -6.5% | +4.0% | -1.5% |
| 30D | -1.1% | +4.2% | -5.3% | -1.7% |
| 3M | +6.1% | +9.5% | -3.4% | +4.7% |
| 6M | +15.0% | -13.1% | +28.1% | +16.5% |
| YTD | +6.0% | -4.8% | +10.8% | +6.1% |
| 1Y | +47.1% | +20.6% | +26.5% | +42.6% |
| 3Y | +170.5% | +4.9% | +165.6% | +160.9% |
| All | +75.8% | -37.9% | +113.7% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling