+66.1%
T vs DG
-37.3%
+103.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.1% |
| 7D | -1.5% | -2.5% | +0.9% | -1.3% |
| 30D | +7.6% | +1.0% | +6.6% | +7.4% |
| 3M | +15.3% | +20.3% | -5.0% | +13.2% |
| 6M | -8.5% | -11.7% | +3.3% | -7.7% |
| YTD | +6.8% | -2.3% | +9.1% | +6.5% |
| 1Y | -7.2% | +20.0% | -27.2% | -9.5% |
| 3Y | +108.2% | +7.2% | +101.0% | +100.9% |
| 5Y | +66.1% | -37.9% | +104.0% | +69.1% |
| All | +66.1% | -37.3% | +103.3% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling