+91.0%
SPYG vs DD
+88.8%
+2.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +2.3% | +5.0% | -2.6% | +0.8% |
| 30D | -6.5% | +19.7% | -26.1% | -11.6% |
| 3M | -6.8% | +7.2% | -14.0% | -9.0% |
| 6M | -3.1% | +1.0% | -4.2% | -3.8% |
| YTD | +8.0% | +29.1% | -21.1% | -1.4% |
| 1Y | +10.2% | +28.5% | -18.3% | +0.7% |
| 3Y | +91.0% | +89.4% | +1.5% | +49.1% |
| All | +91.0% | +88.8% | +2.2% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling