+45.2%
PL vs DG
-29.6%
+74.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.2% | +12.3% | +14.2% |
| 7D | +10.9% | +0.7% | +10.2% | +10.7% |
| 30D | -16.4% | +7.4% | -23.8% | -17.4% |
| 3M | -39.9% | +8.5% | -48.5% | -40.8% |
| 6M | -63.2% | +21.9% | -85.1% | -64.5% |
| YTD | -27.1% | +4.9% | -32.1% | -28.0% |
| 1Y | +12.2% | +40.4% | -28.2% | +7.3% |
| 3Y | +584.3% | +23.5% | +560.8% | +543.5% |
| 5Y | +37.0% | -32.3% | +69.3% | +45.5% |
| All | +45.2% | -29.6% | +74.8% | +53.4% |
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