+1,006.2%
TER vs DG
+119.6%
+886.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -8.9% | +5.2% | -14.1% | -9.7% |
| 30D | -39.1% | +7.9% | -47.0% | -40.2% |
| 3M | -32.8% | +12.7% | -45.5% | -34.8% |
| 6M | -31.7% | +22.4% | -54.2% | -35.6% |
| YTD | +26.9% | +5.4% | +21.5% | +23.8% |
| 1Y | +33.6% | +39.4% | -5.8% | +21.8% |
| 3Y | +181.5% | +24.1% | +157.4% | +149.6% |
| 5Y | +76.1% | -32.2% | +108.3% | +92.5% |
| 10Y | +1,006.2% | +111.8% | +894.4% | +764.6% |
| All | +1,006.2% | +119.6% | +886.6% | +764.6% |
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