+135.0%
GOOG vs DG
-39.4%
+174.4%
-44.6%
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% | +0.7% |
| 7D | -2.5% | -6.3% | +3.8% | -2.1% |
| 30D | -3.6% | +2.4% | -6.0% | -3.8% |
| 3M | -6.4% | +12.4% | -18.8% | -7.1% |
| 6M | +7.8% | -14.9% | +22.7% | +8.4% |
| YTD | +5.5% | -6.1% | +11.5% | +5.6% |
| 1Y | +38.3% | +17.9% | +20.4% | +36.7% |
| 3Y | +143.1% | +3.1% | +139.9% | +141.4% |
| 5Y | +135.0% | -38.7% | +173.7% | +161.3% |
| All | +135.0% | -39.4% | +174.4% | +161.3% |
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