+527.2%
SPG vs DG
+606.1%
-78.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -2.4% | +8.4% | -10.8% | -3.7% |
| 30D | -6.8% | +4.9% | -11.8% | -7.6% |
| 3M | +2.7% | +29.3% | -26.7% | -1.7% |
| 6M | +5.5% | -11.3% | +16.7% | +7.0% |
| YTD | +15.7% | +1.8% | +14.0% | +14.6% |
| 1Y | +20.9% | +25.3% | -4.5% | +15.2% |
| 3Y | +112.4% | +9.1% | +103.3% | +101.7% |
| 5Y | +101.4% | -34.9% | +136.2% | +110.7% |
| 10Y | +60.6% | +108.2% | -47.5% | +28.8% |
| All | +527.2% | +606.1% | -78.9% | +272.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling