+780.7%
GOOG vs DG
+101.8%
+678.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | 0.0% | -6.5% | +6.5% | +1.0% |
| 30D | -2.0% | +4.2% | -6.1% | -2.6% |
| 3M | -5.9% | +9.5% | -15.4% | -7.2% |
| 6M | +8.9% | -13.1% | +22.0% | +10.6% |
| YTD | +7.1% | -4.8% | +11.9% | +7.3% |
| 1Y | +39.7% | +20.6% | +19.1% | +34.7% |
| 3Y | +145.8% | +4.9% | +140.9% | +135.0% |
| 5Y | +138.6% | -37.9% | +176.5% | +159.9% |
| All | +780.7% | +101.8% | +678.9% | +674.7% |
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 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