+84.9%
SPYG vs DD
+57.4%
+27.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.7% |
| 7D | -1.8% | -2.9% | +1.1% | -0.7% |
| 30D | -1.9% | -11.5% | +9.6% | +2.8% |
| 3M | +5.2% | -5.4% | +10.6% | +7.2% |
| 6M | +15.6% | -6.9% | +22.5% | +17.9% |
| YTD | +12.4% | +6.9% | +5.5% | +7.9% |
| 1Y | +17.5% | +35.6% | -18.2% | +1.4% |
| 3Y | +98.1% | +42.5% | +55.5% | +61.9% |
| 5Y | +84.9% | +58.5% | +26.4% | +42.5% |
| All | +84.9% | +57.4% | +27.5% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling