+528.0%
SPYG vs DD
+644.8%
-116.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +2.3% | +5.0% | -2.6% | +0.6% |
| 30D | -6.5% | +19.7% | -26.1% | -12.4% |
| 3M | -6.8% | +7.2% | -14.0% | -9.4% |
| 6M | -3.1% | +1.0% | -4.2% | -4.0% |
| YTD | +8.0% | +29.1% | -21.1% | -2.7% |
| 1Y | +10.2% | +28.5% | -18.3% | -0.6% |
| 3Y | +91.0% | +89.4% | +1.5% | +46.0% |
| 5Y | +67.7% | +67.1% | +0.6% | +32.7% |
| 10Y | +393.9% | +97.5% | +296.4% | +241.3% |
| All | +528.0% | +644.8% | -116.8% | +147.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling