-53.8%
TEAM vs DG
-37.3%
-16.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.0% | -2.9% | -6.3% |
| 7D | -5.7% | -2.5% | -3.2% | -5.2% |
| 30D | +18.3% | +1.0% | +17.3% | +18.1% |
| 3M | +80.2% | +20.3% | +59.9% | +75.6% |
| 6M | +111.0% | -11.7% | +122.7% | +113.3% |
| YTD | +8.8% | -2.3% | +11.1% | +8.7% |
| 1Y | +2.2% | +20.0% | -17.8% | -0.7% |
| 3Y | -14.6% | +7.2% | -21.8% | -17.1% |
| 5Y | -53.8% | -37.9% | -15.9% | -42.4% |
| All | -53.8% | -37.3% | -16.5% | -42.4% |
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