+26.8%
PL vs DG
-31.2%
+57.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -3.1% | +13.5% | +10.7% |
| 7D | -6.8% | +1.1% | -7.9% | -7.1% |
| 30D | -29.3% | +9.5% | -38.8% | -30.4% |
| 3M | -44.8% | +5.5% | -50.2% | -45.4% |
| 6M | -68.4% | +16.1% | -84.5% | -69.3% |
| YTD | -36.4% | +2.7% | -39.0% | -37.0% |
| 1Y | +0.7% | +42.1% | -41.4% | -3.8% |
| 3Y | +455.3% | +19.3% | +436.1% | +425.2% |
| 5Y | +22.7% | -35.3% | +58.0% | +30.6% |
| All | +26.8% | -31.2% | +57.9% | +34.3% |
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