+649.0%
P vs DG
+105.9%
+543.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.1% | +5.4% | +3.7% |
| 7D | +17.8% | -2.5% | +20.3% | +18.2% |
| 30D | -29.9% | +7.7% | -37.5% | -31.0% |
| 3M | -1.2% | +13.1% | -14.3% | -3.7% |
| 6M | +32.1% | +32.0% | +0.1% | +23.8% |
| YTD | +64.3% | +3.3% | +61.0% | +61.2% |
| 1Y | +24.3% | +31.7% | -7.4% | +15.5% |
| 3Y | +203.2% | +21.7% | +181.5% | +177.8% |
| 5Y | +290.4% | -34.7% | +325.2% | +317.2% |
| All | +649.0% | +105.9% | +543.1% | +413.6% |
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 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