+219.1%
TER vs DG
-37.3%
+256.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.0% | +8.2% | +4.5% |
| 7D | +11.0% | -2.5% | +13.4% | +11.1% |
| 30D | -1.9% | +1.0% | -2.9% | -2.0% |
| 3M | -0.7% | +20.3% | -21.0% | -2.9% |
| 6M | +36.4% | -11.7% | +48.1% | +37.8% |
| YTD | +92.4% | -2.3% | +94.8% | +92.5% |
| 1Y | +213.5% | +20.0% | +193.5% | +206.8% |
| 3Y | +277.2% | +7.2% | +270.0% | +270.6% |
| 5Y | +219.1% | -37.9% | +257.1% | +253.3% |
| All | +219.1% | -37.3% | +256.4% | +253.3% |
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