+231.1%
GM vs DGX
+255.3%
-24.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.2% |
| 7D | -2.4% | -0.9% | -1.5% | -2.1% |
| 30D | -1.1% | -1.2% | 0.0% | -0.7% |
| 3M | +6.1% | +15.8% | -9.7% | -0.1% |
| 6M | +15.0% | +18.2% | -3.2% | +7.1% |
| YTD | +6.0% | +37.2% | -31.2% | -7.5% |
| 1Y | +47.1% | +30.4% | +16.7% | +30.4% |
| 3Y | +170.5% | +96.7% | +73.8% | +94.6% |
| 5Y | +80.5% | +67.2% | +13.3% | +37.3% |
| All | +231.1% | +255.3% | -24.3% | +67.3% |
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