+55.7%
T vs DG
-32.0%
+87.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.6% |
| 7D | +1.7% | +0.7% | +1.0% | +1.6% |
| 30D | -1.7% | +7.4% | -9.1% | -2.4% |
| 3M | -7.3% | +8.5% | -15.8% | -8.1% |
| 6M | -11.2% | +21.9% | -33.1% | -13.0% |
| YTD | -8.1% | +4.9% | -13.0% | -8.9% |
| 1Y | -8.0% | +40.4% | -48.4% | -11.5% |
| 3Y | +62.1% | +23.5% | +38.6% | +54.2% |
| 5Y | +55.7% | -32.3% | +88.0% | +59.0% |
| All | +55.7% | -32.0% | +87.7% | +59.0% |
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