+7.3%
PL vs DG
+40.4%
-33.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.2% | +12.3% | +14.1% |
| 7D | +10.9% | +0.7% | +10.2% | +10.8% |
| 30D | -16.4% | +7.4% | -23.8% | -18.1% |
| 3M | -39.9% | +8.5% | -48.5% | -41.4% |
| 6M | -63.2% | +21.9% | -85.1% | -66.0% |
| YTD | -27.1% | +4.9% | -32.1% | -27.3% |
| All | +7.3% | +40.4% | -33.0% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling