+43.2%
TER vs DG
+45.3%
-2.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +8.5% | -15.3% | -5.3% |
| 7D | -19.9% | +12.3% | -32.1% | -18.1% |
| 30D | -43.5% | +19.3% | -62.8% | -42.1% |
| 3M | -37.8% | +11.9% | -49.6% | -36.3% |
| 6M | -25.6% | +25.0% | -50.5% | -25.1% |
| YTD | +29.8% | +8.7% | +21.1% | +36.5% |
| 1Y | +43.2% | +44.7% | -1.5% | +44.5% |
| All | +43.2% | +45.3% | -2.1% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling