+34.1%
SPG vs DG
+41.0%
-6.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +16.3% |
| 3M | +7.5% | +12.7% | -5.3% | +5.7% |
| 6M | +18.5% | +22.4% | -3.9% | +15.5% |
| YTD | +30.9% | +5.4% | +25.5% | +28.4% |
| 1Y | +34.1% | +39.4% | -5.3% | +27.6% |
| All | +34.1% | +41.0% | -6.9% | +27.6% |
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