+13.8%
MSCI vs DG
+31.9%
-18.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -1.1% |
| 7D | -0.7% | -2.5% | +1.8% | -0.1% |
| 30D | +16.2% | +7.7% | +8.5% | +14.5% |
| 3M | +16.1% | +13.1% | +3.0% | +13.4% |
| 6M | +12.9% | +32.0% | -19.1% | +8.5% |
| YTD | +14.8% | +3.3% | +11.5% | +12.3% |
| 1Y | +13.8% | +31.7% | -17.9% | +10.6% |
| All | +13.8% | +31.9% | -18.1% | +10.6% |
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