+686.6%
P vs DG
+122.0%
+564.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.1% | +6.6% | +4.0% |
| 7D | -23.8% | +1.1% | -24.9% | -24.0% |
| 30D | -36.6% | +9.5% | -46.1% | -37.9% |
| 3M | +10.9% | +5.5% | +5.4% | +9.1% |
| 6M | +30.0% | +16.1% | +13.9% | +24.6% |
| YTD | +44.4% | +2.7% | +41.7% | +41.7% |
| 1Y | +3.9% | +42.1% | -38.2% | -5.3% |
| 3Y | +176.6% | +19.3% | +157.3% | +154.0% |
| 5Y | +249.3% | -35.3% | +284.6% | +274.0% |
| All | +686.6% | +122.0% | +564.6% | +364.3% |
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 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