+72.4%
TER vs DG
-32.0%
+104.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.2% | +10.5% | +12.6% |
| 7D | -5.8% | +0.7% | -6.4% | -5.7% |
| 30D | -38.9% | +7.4% | -46.3% | -39.2% |
| 3M | -35.1% | +8.5% | -43.6% | -35.5% |
| 6M | -31.6% | +21.9% | -53.4% | -33.0% |
| YTD | +27.2% | +4.9% | +22.3% | +26.7% |
| 1Y | +35.2% | +40.4% | -5.2% | +30.9% |
| 3Y | +192.8% | +23.5% | +169.3% | +181.0% |
| 5Y | +72.4% | -32.3% | +104.7% | +94.8% |
| All | +72.4% | -32.0% | +104.4% | +94.8% |
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