+116.1%
SPG vs DG
+119.6%
-3.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.6% |
| 7D | +5.6% | +5.2% | +0.4% | +4.8% |
| 30D | +17.6% | +7.9% | +9.7% | +16.2% |
| 3M | +7.5% | +12.7% | -5.3% | +5.4% |
| 6M | +18.5% | +22.4% | -3.9% | +14.7% |
| YTD | +30.9% | +5.4% | +25.5% | +29.0% |
| 1Y | +34.1% | +39.4% | -5.3% | +26.6% |
| 3Y | +135.5% | +24.1% | +111.4% | +120.4% |
| 5Y | +86.5% | -32.2% | +118.7% | +97.3% |
| 10Y | +116.1% | +111.8% | +4.3% | +73.7% |
| All | +116.1% | +119.6% | -3.5% | +73.7% |
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