+39.7%
GOOG vs DG
+19.2%
+20.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | 0.0% | -6.5% | +6.5% | +0.5% |
| 30D | -2.0% | +4.2% | -6.1% | -2.3% |
| 3M | -5.9% | +9.5% | -15.4% | -6.6% |
| 6M | +8.9% | -13.1% | +22.0% | +8.0% |
| YTD | +7.1% | -4.8% | +11.9% | +7.1% |
| 1Y | +39.7% | +20.6% | +19.1% | +42.2% |
| All | +39.7% | +19.2% | +20.5% | +42.2% |
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