+44.5%
GOOG vs DG
+23.4%
+21.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.2% |
| 7D | -2.2% | +8.4% | -10.6% | -2.7% |
| 30D | -6.9% | +4.9% | -11.8% | -7.2% |
| 3M | -9.1% | +29.3% | -38.5% | -10.5% |
| 6M | +10.6% | -11.3% | +21.9% | +8.8% |
| YTD | +7.0% | +1.8% | +5.2% | +6.5% |
| 1Y | +44.5% | +25.3% | +19.2% | +46.4% |
| All | +44.5% | +23.4% | +21.1% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling