+707.9%
P vs DG
+128.5%
+579.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.1% | +6.0% |
| 7D | -9.6% | +0.7% | -10.3% | -9.8% |
| 30D | -33.4% | +7.4% | -40.9% | -34.5% |
| 3M | +14.2% | +8.5% | +5.7% | +11.9% |
| 6M | +31.6% | +21.9% | +9.7% | +25.0% |
| YTD | +53.5% | +4.9% | +48.5% | +50.2% |
| 1Y | +14.2% | +40.4% | -26.2% | +4.6% |
| 3Y | +190.5% | +23.5% | +167.0% | +165.1% |
| 5Y | +256.3% | -32.3% | +288.6% | +276.3% |
| 10Y | +707.9% | +119.3% | +588.5% | +392.3% |
| All | +707.9% | +128.5% | +579.4% | +392.3% |
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