+311.2%
SPY vs DG
+99.2%
+212.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -2.0% | -6.3% | +4.3% | -1.0% |
| 30D | -1.7% | +2.4% | -4.1% | -2.1% |
| 3M | +4.7% | +12.4% | -7.7% | +2.4% |
| 6M | +12.5% | -14.9% | +27.4% | +14.9% |
| YTD | +11.7% | -6.1% | +17.8% | +12.1% |
| 1Y | +17.5% | +17.9% | -0.4% | +12.9% |
| 3Y | +76.6% | +3.1% | +73.4% | +67.9% |
| 5Y | +82.0% | -38.7% | +120.7% | +97.2% |
| All | +311.2% | +99.2% | +212.0% | +233.9% |
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