+79.9%
PL vs DG
-34.5%
+114.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.2% |
| 7D | -7.5% | -2.5% | -5.1% | -7.2% |
| 30D | -25.6% | +1.0% | -26.6% | -25.7% |
| 3M | -45.6% | +20.3% | -65.9% | -47.3% |
| 6M | -29.5% | -11.7% | -17.8% | -28.6% |
| YTD | -9.7% | -2.3% | -7.4% | -9.7% |
| 1Y | +84.4% | +20.0% | +64.4% | +79.9% |
| 3Y | +550.0% | +7.2% | +542.8% | +530.1% |
| 5Y | +79.0% | -37.9% | +116.9% | +92.4% |
| All | +79.9% | -34.5% | +114.4% | +92.5% |
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