+32.9%
PL vs DG
-34.0%
+66.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.8% |
| 7D | +22.3% | -2.5% | +24.7% | +22.6% |
| 30D | -8.3% | +7.7% | -16.0% | -9.5% |
| 3M | -43.3% | +13.1% | -56.4% | -44.4% |
| 6M | -65.8% | +32.0% | -97.9% | -67.5% |
| YTD | -29.5% | +3.3% | -32.8% | -30.3% |
| 1Y | +11.7% | +31.7% | -19.9% | +7.5% |
| 3Y | +540.6% | +21.7% | +518.9% | +501.7% |
| 5Y | +32.9% | -34.7% | +67.6% | +36.3% |
| All | +32.9% | -34.0% | +66.9% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling