+61.4%
T vs DG
+111.9%
-50.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +2.0% | -3.0% | +4.9% | +2.4% |
| 30D | -1.0% | +8.6% | -9.6% | -2.2% |
| 3M | -8.1% | +15.0% | -23.2% | -10.1% |
| 6M | -8.3% | +32.7% | -41.0% | -12.2% |
| YTD | -6.1% | +5.5% | -11.6% | -7.5% |
| 1Y | -7.4% | +34.6% | -42.0% | -12.3% |
| 3Y | +65.4% | +24.2% | +41.2% | +53.4% |
| 5Y | +57.6% | -32.3% | +89.9% | +62.8% |
| 10Y | +61.4% | +111.1% | -49.7% | +30.3% |
| All | +61.4% | +111.9% | -50.6% | +30.3% |
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