+1,895.7%
TER vs DG
+102.6%
+1,793.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.6% | +5.7% | +3.6% |
| 7D | +12.4% | -4.8% | +17.2% | +13.4% |
| 30D | +5.1% | +1.8% | +3.4% | +4.5% |
| 3M | +4.0% | +14.5% | -10.5% | 0.0% |
| 6M | +29.5% | -13.6% | +43.1% | +32.4% |
| YTD | +98.5% | -4.8% | +103.3% | +98.5% |
| 1Y | +234.1% | +21.6% | +212.5% | +214.4% |
| 3Y | +289.0% | +4.5% | +284.6% | +262.0% |
| 5Y | +228.2% | -38.5% | +266.6% | +266.5% |
| 10Y | +1,895.7% | +102.2% | +1,793.5% | +1,493.6% |
| All | +1,895.7% | +102.6% | +1,793.1% | +1,493.6% |
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